+211.8%
PM vs WAB
+282.7%
-70.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -0.2% | -4.6% | +4.4% | +0.8% |
| 3M | +4.9% | +5.6% | -0.7% | +3.3% |
| 6M | +9.0% | +13.8% | -4.8% | +5.5% |
| YTD | +17.8% | +31.9% | -14.1% | +10.4% |
| 1Y | +16.8% | +48.3% | -31.4% | +6.4% |
| 3Y | +125.4% | +167.1% | -41.7% | +75.3% |
| 5Y | +128.7% | +222.9% | -94.2% | +67.8% |
| 10Y | +211.8% | +289.9% | -78.1% | +100.4% |
| All | +211.8% | +282.7% | -70.9% | +100.4% |
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