+128.7%
PM vs WY
-20.4%
+149.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.9% |
| 30D | -0.2% | -9.9% | +9.7% | +1.9% |
| 3M | +4.9% | -7.5% | +12.4% | +6.4% |
| 6M | +9.0% | -5.1% | +14.2% | +10.0% |
| YTD | +17.8% | -2.1% | +19.9% | +18.0% |
| 1Y | +16.8% | -7.3% | +24.2% | +18.0% |
| 3Y | +125.4% | -22.6% | +148.1% | +133.6% |
| 5Y | +128.7% | -19.8% | +148.5% | +124.4% |
| All | +128.7% | -20.4% | +149.1% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling