+5,039.4%
WMB vs PPG
+3,036.2%
+2,003.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.8% | +0.7% | +7.1% | +7.4% |
| 30D | -5.1% | +17.6% | -22.7% | -13.3% |
| 3M | -4.7% | +7.5% | -12.2% | -9.0% |
| 6M | -7.4% | +17.6% | -25.0% | -16.8% |
| YTD | +17.5% | +22.6% | -5.1% | +1.4% |
| 1Y | +19.5% | +28.0% | -8.5% | +0.6% |
| 3Y | +121.3% | +1.8% | +119.5% | +102.3% |
| 5Y | +200.5% | -15.5% | +216.0% | +189.6% |
| 10Y | +281.9% | +54.9% | +226.9% | +151.3% |
| All | +5,039.4% | +3,036.2% | +2,003.2% | +863.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling