-5.3%
PG vs WM
-0.9%
-4.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | -0.2% | -2.4% | +2.1% | +0.5% |
| 3M | +4.8% | +0.4% | +4.4% | +5.1% |
| 6M | -6.1% | -9.5% | +3.4% | -4.2% |
| YTD | +4.5% | +0.5% | +4.0% | +2.8% |
| 1Y | -5.3% | -1.1% | -4.2% | -7.5% |
| All | -5.3% | -0.9% | -4.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling