+1,641.2%
PBR vs GWW
+5,801.8%
-4,160.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +17.5% | -1.4% | +19.0% | +18.2% |
| 3M | +20.9% | -3.6% | +24.5% | +22.5% |
| 6M | +20.2% | +15.1% | +5.1% | +8.3% |
| YTD | +84.3% | +27.5% | +56.8% | +55.1% |
| 1Y | +77.1% | +29.6% | +47.5% | +46.5% |
| 3Y | +100.8% | +90.1% | +10.7% | +24.8% |
| 5Y | +556.1% | +222.6% | +333.5% | +168.3% |
| 10Y | +676.1% | +566.5% | +109.5% | +77.8% |
| All | +1,641.2% | +5,801.8% | -4,160.6% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling