+168.1%
PM vs WU
-42.0%
+210.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | -5.2% | +11.7% | -16.9% | -6.9% |
| 30D | +2.7% | +12.6% | -9.9% | +0.8% |
| 3M | +6.1% | -0.5% | +6.6% | +6.0% |
| 6M | +18.0% | -18.2% | +36.2% | +21.1% |
| YTD | +26.6% | -19.0% | +45.6% | +29.6% |
| 1Y | +36.7% | -16.7% | +53.4% | +39.2% |
| 3Y | +146.0% | -21.0% | +167.0% | +150.1% |
| All | +168.1% | -42.0% | +210.1% | +198.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling