+835.7%
PM vs WAT
+712.6%
+123.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -5.2% | -1.1% | -4.1% | -5.0% |
| 30D | +2.7% | +5.0% | -2.3% | +1.4% |
| 3M | +5.2% | +14.5% | -9.3% | +1.7% |
| 6M | +17.0% | +30.9% | -13.9% | +9.0% |
| YTD | +25.5% | +20.5% | +5.0% | +18.2% |
| 1Y | +35.5% | +23.3% | +12.2% | +26.8% |
| 3Y | +143.9% | +81.5% | +62.4% | +96.1% |
| 5Y | +161.8% | +33.4% | +128.5% | +124.5% |
| 10Y | +235.9% | +231.5% | +4.4% | +107.5% |
| All | +835.7% | +712.6% | +123.1% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling