+542.7%
PBR vs GWW
+222.0%
+320.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +5.4% | -3.4% | +8.7% | +5.8% |
| 30D | +22.9% | -1.9% | +24.8% | +23.1% |
| 3M | +19.6% | -2.4% | +22.0% | +19.8% |
| 6M | +16.5% | +15.7% | +0.8% | +13.5% |
| YTD | +86.7% | +27.6% | +59.1% | +78.8% |
| 1Y | +74.7% | +27.2% | +47.5% | +67.3% |
| 3Y | +102.6% | +89.7% | +12.9% | +80.2% |
| All | +542.7% | +222.0% | +320.7% | +456.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling