+4,006.0%
PG vs WM
+26,336.4%
-22,330.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | -0.2% | -2.4% | +2.1% | +0.1% |
| 3M | +4.8% | +0.4% | +4.4% | +4.7% |
| 6M | -6.1% | -9.5% | +3.4% | -4.9% |
| YTD | +4.5% | +0.5% | +4.0% | +4.3% |
| 1Y | -5.3% | -1.1% | -4.2% | -5.3% |
| 3Y | +2.6% | +46.0% | -43.5% | -2.9% |
| 5Y | +15.6% | +51.8% | -36.2% | +8.8% |
| 10Y | +118.0% | +307.5% | -189.5% | +83.8% |
| All | +4,006.0% | +26,336.4% | -22,330.3% | +2,713.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling