+1.6%
PG vs WY
-24.8%
+26.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.8% | -4.2% | +3.4% | 0.0% |
| 30D | +0.8% | -10.1% | +10.9% | +2.9% |
| 3M | -1.3% | -8.5% | +7.2% | +0.2% |
| 6M | -3.8% | -3.3% | -0.5% | -3.2% |
| YTD | +3.6% | -4.4% | +8.0% | +4.4% |
| 1Y | -5.7% | -11.5% | +5.8% | -4.1% |
| 3Y | +1.6% | -24.3% | +25.9% | +4.2% |
| All | +1.6% | -24.8% | +26.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling