+117.2%
PG vs WM
+303.2%
-186.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -3.4% | -1.2% | -2.2% | -2.8% |
| 30D | -2.6% | -4.5% | +1.9% | -0.4% |
| 3M | -3.3% | -2.2% | -1.1% | -2.4% |
| 6M | -6.7% | -11.5% | +4.7% | -1.5% |
| YTD | +1.7% | -0.7% | +2.4% | +1.3% |
| 1Y | -7.9% | +0.3% | -8.3% | -9.0% |
| 3Y | +0.9% | +44.2% | -43.3% | -18.9% |
| 5Y | +12.6% | +51.6% | -39.0% | -13.2% |
| 10Y | +117.2% | +310.4% | -193.2% | +6.4% |
| All | +117.2% | +303.2% | -186.0% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling