+250.9%
PM vs WAB
+288.7%
-37.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | -6.6% | +4.0% | -10.6% | -7.4% |
| 30D | -3.4% | +6.3% | -9.8% | -4.8% |
| 3M | +5.3% | +3.3% | +2.1% | +4.4% |
| 6M | +15.5% | +14.5% | +1.1% | +11.6% |
| YTD | +24.3% | +42.7% | -18.4% | +14.1% |
| 1Y | +29.7% | +45.2% | -15.5% | +18.6% |
| 3Y | +144.9% | +173.8% | -28.8% | +88.6% |
| 5Y | +159.0% | +223.8% | -64.8% | +88.9% |
| 10Y | +250.9% | +280.5% | -29.6% | +120.0% |
| All | +250.9% | +288.7% | -37.8% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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