+168.1%
PM vs W
-54.5%
+222.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -5.2% | -3.6% | -1.6% | -5.2% |
| 30D | +2.7% | +7.0% | -4.3% | +2.6% |
| 3M | +6.1% | +7.4% | -1.2% | +6.0% |
| 6M | +18.0% | +69.3% | -51.3% | +17.3% |
| YTD | +26.6% | +11.3% | +15.3% | +26.4% |
| 1Y | +36.7% | +13.2% | +23.5% | +36.4% |
| 3Y | +146.0% | +142.0% | +4.0% | +139.5% |
| All | +168.1% | -54.5% | +222.6% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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