+124.3%
PM vs GWW
+91.5%
+32.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.3% |
| 7D | -1.3% | -1.5% | +0.2% | -1.2% |
| 30D | -2.6% | +1.1% | -3.7% | -2.6% |
| 3M | +5.8% | -1.0% | +6.8% | +5.9% |
| 6M | +10.6% | +16.3% | -5.8% | +10.1% |
| YTD | +17.2% | +28.5% | -11.4% | +16.2% |
| 1Y | +17.6% | +30.3% | -12.6% | +16.6% |
| 3Y | +124.3% | +91.6% | +32.7% | +112.0% |
| All | +124.3% | +91.5% | +32.8% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling