+51.5%
WPM vs PPG
+5.2%
+46.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.9% |
| 7D | +1.1% | -1.5% | +2.6% | +1.9% |
| 30D | +26.4% | -5.0% | +31.3% | +29.7% |
| 3M | +20.8% | +1.1% | +19.7% | +19.9% |
| 6M | +1.1% | -3.2% | +4.3% | +0.2% |
| YTD | +32.5% | +11.9% | +20.6% | +30.6% |
| 1Y | +51.5% | +5.3% | +46.2% | +53.7% |
| All | +51.5% | +5.2% | +46.3% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling