+826.4%
PM vs WY
+71.7%
+754.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | -6.6% | +0.2% | -6.8% | -6.7% |
| 30D | -3.4% | +8.0% | -11.5% | -5.6% |
| 3M | +5.3% | -17.7% | +23.0% | +10.9% |
| 6M | +15.5% | -10.8% | +26.3% | +18.6% |
| YTD | +24.3% | -10.6% | +34.8% | +27.2% |
| 1Y | +29.7% | -5.7% | +35.4% | +30.8% |
| 3Y | +144.9% | -24.8% | +169.7% | +157.8% |
| 5Y | +159.0% | -31.7% | +190.8% | +175.7% |
| 10Y | +250.9% | +2.9% | +248.0% | +210.2% |
| All | +826.4% | +71.7% | +754.8% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling