+116.1%
PG vs WAT
+170.9%
-54.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +0.8% | -1.9% | +2.7% | +1.1% |
| 3M | -1.3% | +13.5% | -14.8% | -3.7% |
| 6M | -3.8% | +37.2% | -41.1% | -9.9% |
| YTD | +3.6% | +7.5% | -3.9% | +1.3% |
| 1Y | -5.7% | +35.0% | -40.7% | -12.2% |
| 3Y | +1.6% | +55.1% | -53.5% | -11.3% |
| 5Y | +14.6% | -2.8% | +17.4% | +10.7% |
| All | +116.1% | +170.9% | -54.8% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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