+3,908.7%
PG vs GWW
+13,908.6%
-9,999.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.7% | -3.1% | +0.5% | -2.0% |
| 30D | -1.5% | -2.3% | +0.8% | -1.1% |
| 3M | -3.4% | -3.3% | 0.0% | -2.8% |
| 6M | -7.0% | +15.4% | -22.4% | -10.1% |
| YTD | +2.0% | +26.7% | -24.8% | -3.7% |
| 1Y | -6.5% | +29.0% | -35.4% | -12.1% |
| 3Y | +1.2% | +89.0% | -87.8% | -13.8% |
| 5Y | +12.8% | +221.8% | -209.0% | -15.9% |
| 10Y | +117.7% | +562.7% | -445.0% | +32.1% |
| All | +3,908.7% | +13,908.6% | -9,999.9% | +871.1% |
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