+69.6%
PBR vs GWW
+31.2%
+38.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.8% |
| 7D | +8.6% | +1.4% | +7.2% | +8.8% |
| 30D | +12.8% | +3.3% | +9.5% | +13.1% |
| 3M | +14.7% | +2.9% | +11.7% | +14.9% |
| 6M | +25.2% | +15.8% | +9.4% | +26.6% |
| YTD | +77.1% | +32.0% | +45.1% | +78.9% |
| 1Y | +69.6% | +29.9% | +39.7% | +72.1% |
| All | +69.6% | +31.2% | +38.4% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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