+837.9%
PM vs WY
+70.2%
+767.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -2.4% | -5.4% | +3.0% | -0.9% |
| 30D | -1.3% | +7.9% | -9.2% | -3.5% |
| 3M | +6.5% | -16.6% | +23.1% | +11.7% |
| 6M | +7.0% | -11.2% | +18.2% | +10.0% |
| YTD | +25.8% | -11.3% | +37.1% | +29.1% |
| 1Y | +30.9% | -5.5% | +36.4% | +32.0% |
| 3Y | +148.0% | -25.4% | +173.4% | +161.5% |
| 5Y | +161.2% | -32.4% | +193.6% | +178.7% |
| 10Y | +261.5% | +3.8% | +257.7% | +218.8% |
| All | +837.9% | +70.2% | +767.7% | +575.7% |
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