+525.4%
WPM vs PPG
+26.9%
+498.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -0.6% | -6.2% | +5.7% | +0.9% |
| 30D | +14.4% | -7.9% | +22.4% | +16.5% |
| 3M | +37.0% | -10.2% | +47.2% | +40.2% |
| 6M | +4.1% | +2.7% | +1.5% | +3.8% |
| YTD | +31.7% | +4.9% | +26.8% | +31.0% |
| 1Y | +44.2% | -3.2% | +47.4% | +45.2% |
| 3Y | +265.5% | -17.0% | +282.5% | +275.0% |
| 5Y | +262.5% | -23.3% | +285.8% | +269.7% |
| All | +525.4% | +26.9% | +498.5% | +510.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling