+265.4%
WPM vs PPG
-24.1%
+289.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -0.6% | -6.2% | +5.7% | +1.5% |
| 30D | +14.4% | -7.9% | +22.4% | +17.5% |
| 3M | +37.0% | -10.2% | +47.2% | +41.7% |
| 6M | +4.1% | +2.7% | +1.5% | +3.6% |
| YTD | +31.7% | +4.9% | +26.8% | +30.6% |
| 1Y | +44.2% | -3.2% | +47.4% | +45.5% |
| 3Y | +265.5% | -17.0% | +282.5% | +280.7% |
| All | +265.4% | -24.1% | +289.4% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling