+17.0%
PG vs GWW
+55.5%
-38.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.3% | +2.1% |
| 7D | +5.7% | +11.1% | -5.4% | +3.9% |
| 30D | +15.4% | +15.7% | -0.3% | +12.8% |
| 3M | +13.8% | +14.8% | -1.0% | +11.3% |
| 6M | +18.3% | +30.9% | -12.6% | +12.4% |
| YTD | +20.1% | +48.5% | -28.3% | +9.3% |
| 1Y | +17.0% | +57.1% | -40.1% | +4.0% |
| All | +17.0% | +55.5% | -38.5% | +4.0% |
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 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