+267.6%
PM vs GWW
+656.9%
-389.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -7.1% | 0.0% | -7.0% | -7.0% |
| 30D | -2.8% | +14.0% | -16.8% | -5.4% |
| 3M | +6.3% | +14.4% | -8.0% | +3.4% |
| 6M | +9.6% | +21.7% | -12.0% | +5.1% |
| YTD | +25.6% | +48.4% | -22.8% | +15.1% |
| 1Y | +29.7% | +58.4% | -28.7% | +17.1% |
| 3Y | +147.6% | +92.3% | +55.3% | +109.9% |
| 5Y | +160.1% | +221.8% | -61.7% | +90.8% |
| All | +267.6% | +656.9% | -389.3% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling