+306.1%
PG vs WU
-22.8%
+329.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -2.7% | -5.0% | +2.3% | -1.6% |
| 30D | -1.5% | -2.3% | +0.7% | -1.1% |
| 3M | -3.4% | -3.2% | -0.1% | -3.5% |
| 6M | -7.0% | -25.0% | +18.1% | -1.9% |
| YTD | +2.0% | -21.7% | +23.6% | +6.2% |
| 1Y | -6.5% | -9.0% | +2.5% | -6.2% |
| 3Y | +1.2% | -28.9% | +30.0% | +5.8% |
| 5Y | +12.8% | -51.0% | +63.8% | +26.6% |
| 10Y | +117.7% | -40.1% | +157.8% | +127.6% |
| All | +306.1% | -22.8% | +329.0% | +260.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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