+31.7%
PG vs WM
+60.4%
-28.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | +12.0% | +13.3% | -1.3% | +6.7% |
| 3M | +16.2% | +4.4% | +11.8% | +14.2% |
| 6M | +16.6% | +10.8% | +5.8% | +11.9% |
| YTD | +20.9% | +9.1% | +11.8% | +16.0% |
| 1Y | +17.8% | +19.1% | -1.3% | +9.1% |
| 3Y | +21.2% | +45.7% | -24.5% | +1.3% |
| 5Y | +31.7% | +60.4% | -28.7% | +4.5% |
| All | +31.7% | +60.4% | -28.7% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling