+208.8%
PM vs GWW
+565.7%
-356.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +1.9% | -3.1% | +5.1% | +2.6% |
| 30D | +1.9% | -2.3% | +4.2% | +2.3% |
| 3M | +4.6% | -3.3% | +7.9% | +5.1% |
| 6M | +11.7% | +15.4% | -3.7% | +8.2% |
| YTD | +20.4% | +26.7% | -6.4% | +14.1% |
| 1Y | +19.0% | +29.0% | -10.0% | +12.2% |
| 3Y | +130.4% | +89.0% | +41.4% | +95.7% |
| 5Y | +131.5% | +221.8% | -90.3% | +69.7% |
| All | +208.8% | +565.7% | -356.9% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GWW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling