+5,997.9%
WPM vs PPG
+449.5%
+5,548.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.1% |
| 7D | +3.9% | -3.7% | +7.6% | +5.5% |
| 30D | +17.7% | -7.2% | +24.9% | +21.4% |
| 3M | +39.4% | -7.3% | +46.8% | +43.9% |
| 6M | +6.4% | +0.3% | +6.2% | +6.1% |
| YTD | +34.0% | +6.5% | +27.4% | +30.2% |
| 1Y | +50.5% | +0.5% | +50.0% | +49.1% |
| 3Y | +280.3% | -15.3% | +295.6% | +295.2% |
| 5Y | +266.3% | -22.9% | +289.2% | +284.2% |
| 10Y | +550.8% | +28.4% | +522.4% | +370.0% |
| All | +5,997.9% | +449.5% | +5,548.3% | +1,401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling