+260.9%
PM vs WAT
+230.7%
+30.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -7.1% | +0.7% | -7.8% | -7.2% |
| 30D | -2.8% | +9.0% | -11.8% | -4.3% |
| 3M | +6.3% | +13.5% | -7.1% | +3.8% |
| 6M | +9.6% | +35.3% | -25.6% | +3.4% |
| YTD | +25.6% | +24.0% | +1.6% | +19.6% |
| 1Y | +29.7% | +22.0% | +7.7% | +23.8% |
| 3Y | +147.6% | +84.0% | +63.6% | +105.8% |
| 5Y | +160.1% | +34.4% | +125.8% | +130.9% |
| 10Y | +260.9% | +231.4% | +29.5% | +142.2% |
| All | +260.9% | +230.7% | +30.2% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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