+3,908.7%
PG vs WY
+652.8%
+3,255.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | -1.5% | -11.3% | +9.8% | +0.9% |
| 3M | -3.4% | -8.1% | +4.8% | -1.8% |
| 6M | -7.0% | -7.4% | +0.5% | -5.7% |
| YTD | +2.0% | -4.7% | +6.7% | +2.7% |
| 1Y | -6.5% | -9.2% | +2.7% | -5.1% |
| 3Y | +1.2% | -24.7% | +25.9% | +5.4% |
| 5Y | +12.8% | -21.6% | +34.4% | +15.2% |
| 10Y | +117.7% | +6.7% | +111.0% | +97.8% |
| All | +3,908.7% | +652.8% | +3,255.9% | +1,910.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling