+388.4%
PG vs WBD
+292.4%
+96.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -1.5% | +4.2% | -5.7% | -2.0% |
| 3M | -3.4% | +7.5% | -10.9% | -4.1% |
| 6M | -7.0% | +1.6% | -8.6% | -7.2% |
| YTD | +2.0% | -2.2% | +4.1% | +2.1% |
| 1Y | -6.5% | +124.9% | -131.3% | -14.9% |
| 3Y | +1.2% | +149.1% | -147.9% | -11.8% |
| 5Y | +12.8% | +7.8% | +5.0% | +5.5% |
| 10Y | +117.7% | +14.9% | +102.8% | +84.7% |
| All | +388.4% | +292.4% | +96.0% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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