+270.9%
WMB vs PPG
-24.6%
+295.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.8% |
| 7D | -1.7% | -5.1% | +3.5% | -0.9% |
| 30D | +0.7% | -9.6% | +10.3% | +2.2% |
| 3M | +1.5% | -6.4% | +8.0% | +2.2% |
| 6M | +0.1% | +0.5% | -0.5% | -0.9% |
| YTD | +22.9% | +4.4% | +18.5% | +20.4% |
| 1Y | +27.9% | -0.9% | +28.8% | +26.5% |
| 3Y | +139.1% | -17.0% | +156.1% | +142.7% |
| 5Y | +270.9% | -23.7% | +294.6% | +269.5% |
| All | +270.9% | -24.6% | +295.5% | +269.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling