+5,376.0%
WMB vs PPG
+2,762.5%
+2,613.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | +0.6% | -1.5% | +2.0% | +1.3% |
| 30D | +3.3% | -5.0% | +8.2% | +5.8% |
| 3M | +3.1% | +1.1% | +2.0% | +1.3% |
| 6M | -0.7% | -3.2% | +2.5% | -1.7% |
| YTD | +25.2% | +11.9% | +13.3% | +14.1% |
| 1Y | +32.9% | +5.3% | +27.5% | +24.2% |
| 3Y | +140.6% | -15.0% | +155.6% | +143.2% |
| 5Y | +273.5% | -19.6% | +293.1% | +270.2% |
| 10Y | +334.2% | +27.0% | +307.2% | +219.8% |
| All | +5,376.0% | +2,762.5% | +2,613.5% | +985.3% |
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