+763.1%
PM vs WU
-23.3%
+786.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -4.9% | -0.8% | -4.0% | -4.7% |
| 30D | -3.4% | -1.1% | -2.3% | -3.1% |
| 3M | +5.2% | -3.9% | +9.0% | +5.3% |
| 6M | +3.7% | -20.7% | +24.4% | +8.7% |
| YTD | +15.8% | -18.4% | +34.1% | +20.2% |
| 1Y | +17.4% | -8.1% | +25.4% | +17.4% |
| 3Y | +116.9% | -24.2% | +141.1% | +123.9% |
| 5Y | +117.3% | -50.4% | +167.8% | +148.8% |
| 10Y | +193.8% | -40.0% | +233.8% | +211.1% |
| All | +763.1% | -23.3% | +786.5% | +674.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling