+6.4%
WPM vs PPG
+3.4%
+3.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.6% |
| 7D | +3.9% | -3.7% | +7.6% | +6.4% |
| 30D | +17.7% | -7.2% | +24.9% | +23.5% |
| 3M | +39.4% | -7.3% | +46.8% | +45.7% |
| 6M | +6.4% | +0.3% | +6.2% | +6.0% |
| All | +6.4% | +3.4% | +3.0% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling