+165.5%
PG vs WM
+331.3%
-165.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.6% |
| 7D | +0.6% | +1.2% | -0.6% | 0.0% |
| 30D | +10.5% | +15.2% | -4.7% | +3.0% |
| 3M | +17.4% | +8.3% | +9.1% | +12.7% |
| 6M | +18.4% | +13.1% | +5.3% | +11.2% |
| YTD | +20.7% | +12.5% | +8.1% | +12.8% |
| 1Y | +16.8% | +21.8% | -5.0% | +5.0% |
| 3Y | +20.1% | +48.8% | -28.6% | -4.6% |
| 5Y | +30.4% | +62.1% | -31.7% | -2.4% |
| All | +165.5% | +331.3% | -165.7% | +22.0% |
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