+826.4%
PM vs WU
-23.3%
+849.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -6.6% | +11.0% | -17.7% | -9.2% |
| 30D | -3.4% | +13.4% | -16.8% | -6.7% |
| 3M | +5.3% | +2.2% | +3.1% | +4.4% |
| 6M | +15.5% | -18.2% | +33.7% | +20.0% |
| YTD | +24.3% | -18.3% | +42.5% | +28.5% |
| 1Y | +29.7% | -12.2% | +41.9% | +31.5% |
| 3Y | +144.9% | -20.8% | +165.7% | +149.5% |
| 5Y | +159.0% | -42.6% | +201.6% | +183.8% |
| 10Y | +250.9% | -35.5% | +286.4% | +263.3% |
| All | +826.4% | -23.3% | +849.7% | +728.1% |
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