+843.8%
PM vs WAT
+712.6%
+131.1%
-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 | +6.1% | +14.5% | -8.4% | +2.6% |
| 6M | +18.0% | +30.9% | -12.9% | +10.0% |
| YTD | +26.6% | +20.5% | +6.1% | +19.2% |
| 1Y | +36.7% | +23.3% | +13.4% | +27.8% |
| 3Y | +146.0% | +81.5% | +64.5% | +97.7% |
| 5Y | +164.1% | +33.4% | +130.7% | +126.4% |
| 10Y | +238.8% | +231.5% | +7.3% | +109.3% |
| All | +843.8% | +712.6% | +131.1% | +336.2% |
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 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