+8,892.0%
WMT vs PPG
+2,572.2%
+6,319.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | -2.5% | -5.1% | +2.7% | -1.0% |
| 30D | -6.4% | -9.6% | +3.1% | -3.8% |
| 3M | -12.1% | -6.4% | -5.7% | -10.8% |
| 6M | -15.0% | +0.5% | -15.5% | -15.9% |
| YTD | -4.5% | +4.4% | -8.9% | -6.8% |
| 1Y | +6.2% | -0.9% | +7.1% | +4.9% |
| 3Y | +99.9% | -17.0% | +116.8% | +104.7% |
| 5Y | +131.4% | -23.7% | +155.1% | +137.2% |
| 10Y | +433.2% | +25.9% | +407.3% | +344.7% |
| All | +8,892.0% | +2,572.2% | +6,319.8% | +2,028.8% |
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