-15.0%
WMT vs PPG
-2.4%
-12.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | -2.5% | -5.1% | +2.7% | -2.2% |
| 30D | -6.4% | -9.6% | +3.1% | -5.9% |
| 3M | -12.1% | -6.4% | -5.7% | -12.0% |
| 6M | -15.0% | +0.5% | -15.5% | -16.5% |
| All | -15.0% | -2.4% | -12.6% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling