+72.9%
PBR vs GWW
+55.5%
+17.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.5% | -13.5% | -5.8% |
| 7D | -11.0% | +11.1% | -22.1% | -9.4% |
| 30D | -18.8% | +15.7% | -34.5% | -17.0% |
| 3M | +7.8% | +14.8% | -6.9% | +10.0% |
| 6M | -7.6% | +30.9% | -38.5% | -4.9% |
| YTD | +72.7% | +48.5% | +24.2% | +78.5% |
| 1Y | +72.9% | +57.1% | +15.8% | +80.9% |
| All | +72.9% | +55.5% | +17.5% | +80.9% |
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