+116.1%
PG vs W
+158.6%
-42.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | +0.8% | -4.2% | +5.1% | +0.9% |
| 3M | -1.3% | +26.9% | -28.2% | -2.3% |
| 6M | -3.8% | +31.2% | -35.1% | -5.1% |
| YTD | +3.6% | -1.8% | +5.5% | +3.0% |
| 1Y | -5.7% | +9.3% | -15.0% | -6.8% |
| 3Y | +1.6% | +33.2% | -31.6% | -1.7% |
| 5Y | +14.6% | -62.4% | +77.0% | +12.6% |
| All | +116.1% | +158.6% | -42.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling