+392.6%
PG vs WPM
+5,810.9%
-5,418.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.5% |
| 7D | -2.7% | -3.6% | +0.9% | -2.5% |
| 30D | -1.5% | +12.5% | -14.0% | -2.3% |
| 3M | -3.4% | +40.6% | -44.0% | -5.6% |
| 6M | -7.0% | +0.5% | -7.5% | -7.4% |
| YTD | +2.0% | +29.0% | -27.1% | -0.3% |
| 1Y | -6.5% | +43.8% | -50.3% | -9.3% |
| 3Y | +1.2% | +266.3% | -265.1% | -8.1% |
| 5Y | +12.8% | +255.1% | -242.3% | +2.1% |
| 10Y | +117.7% | +526.8% | -409.1% | +87.7% |
| All | +392.6% | +5,810.9% | -5,418.3% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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