+124.3%
PM vs WU
-27.2%
+151.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.4% |
| 7D | -1.3% | -0.8% | -0.4% | -1.2% |
| 30D | -2.6% | -1.1% | -1.4% | -2.5% |
| 3M | +5.8% | -1.8% | +7.6% | +6.2% |
| 6M | +10.6% | -23.9% | +34.5% | +12.2% |
| YTD | +17.2% | -20.4% | +37.6% | +18.5% |
| 1Y | +17.6% | -10.6% | +28.2% | +18.0% |
| 3Y | +124.3% | -27.7% | +152.0% | +129.4% |
| All | +124.3% | -27.2% | +151.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling