+272.5%
PM vs WY
+5.0%
+267.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | +0.5% | -0.8% | +1.4% | +0.8% |
| 30D | -3.2% | +10.1% | -13.3% | -6.1% |
| 3M | +6.2% | -15.4% | +21.6% | +11.2% |
| 6M | +7.7% | -8.3% | +16.0% | +9.8% |
| YTD | +27.3% | -9.8% | +37.1% | +30.1% |
| 1Y | +32.8% | -3.9% | +36.7% | +33.2% |
| 3Y | +150.0% | -23.3% | +173.3% | +162.1% |
| 5Y | +164.2% | -31.2% | +195.4% | +181.1% |
| All | +272.5% | +5.0% | +267.5% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling