+147.7%
WMB vs PPG
-16.1%
+163.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | 0.0% | -3.7% | +3.7% | +0.2% |
| 30D | +4.6% | -7.2% | +11.8% | +5.0% |
| 3M | +5.7% | -7.3% | +13.1% | +6.1% |
| 6M | +4.2% | +0.3% | +3.9% | +3.7% |
| YTD | +26.8% | +6.5% | +20.3% | +25.0% |
| 1Y | +34.7% | +0.5% | +34.1% | +33.7% |
| All | +147.7% | -16.1% | +163.8% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling