+128.7%
PM vs GWW
+221.1%
-92.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -0.2% | -1.4% | +1.3% | 0.0% |
| 3M | +4.9% | -3.6% | +8.6% | +5.3% |
| 6M | +9.0% | +15.1% | -6.1% | +7.3% |
| YTD | +17.8% | +27.5% | -9.7% | +14.3% |
| 1Y | +16.8% | +29.6% | -12.8% | +13.1% |
| 3Y | +125.4% | +90.1% | +35.4% | +101.6% |
| 5Y | +128.7% | +222.6% | -93.9% | +79.4% |
| All | +128.7% | +221.1% | -92.4% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling