+44.2%
WPM vs PPG
-0.8%
+44.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -0.6% | -6.2% | +5.7% | +2.8% |
| 30D | +14.4% | -7.9% | +22.4% | +19.5% |
| 3M | +37.0% | -10.2% | +47.2% | +44.6% |
| 6M | +4.1% | +2.7% | +1.5% | +3.0% |
| YTD | +31.7% | +4.9% | +26.8% | +35.1% |
| 1Y | +44.2% | -3.2% | +47.4% | +54.3% |
| All | +44.2% | -0.8% | +44.9% | +54.3% |
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 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