+140.5%
PG vs W
+178.1%
-37.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.4% | +5.9% | -9.3% | -3.6% |
| 30D | -2.6% | -3.0% | +0.4% | -2.5% |
| 3M | -3.3% | +40.3% | -43.7% | -4.6% |
| 6M | -6.7% | +32.2% | -38.9% | -7.9% |
| YTD | +1.7% | -0.3% | +2.0% | +1.1% |
| 1Y | -7.9% | +16.2% | -24.1% | -9.1% |
| 3Y | +0.9% | +40.7% | -39.8% | -2.5% |
| 5Y | +12.6% | -62.3% | +75.0% | +10.5% |
| 10Y | +117.2% | +162.2% | -45.0% | +87.6% |
| All | +140.5% | +178.1% | -37.6% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling