+645.4%
PBR vs WPM
+5,972.6%
-5,327.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +2.5% | +7.0% | -4.6% | 0.0% |
| 30D | +19.4% | +15.7% | +3.6% | +12.7% |
| 3M | +20.8% | +35.2% | -14.4% | +6.5% |
| 6M | +23.5% | +6.1% | +17.4% | +16.5% |
| YTD | +83.4% | +32.6% | +50.8% | +57.6% |
| 1Y | +77.6% | +46.9% | +30.6% | +45.2% |
| 3Y | +99.9% | +276.3% | -176.4% | +10.4% |
| 5Y | +567.7% | +260.0% | +307.7% | +260.8% |
| 10Y | +621.5% | +508.5% | +113.0% | +175.7% |
| All | +645.4% | +5,972.6% | -5,327.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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