-11.9%
PG vs WETO
-99.4%
+87.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +1.6% |
| 7D | -0.8% | -4.3% | +3.5% | -0.8% |
| 30D | +0.8% | -39.9% | +40.7% | +1.1% |
| 3M | -1.3% | -97.9% | +96.6% | -2.6% |
| 6M | -3.8% | -95.0% | +91.2% | -4.2% |
| YTD | +3.6% | -97.2% | +100.8% | +3.0% |
| 1Y | -5.7% | -98.9% | +93.2% | -6.4% |
| All | -11.9% | -99.4% | +87.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling