+64.8%
PR vs GWW
+696.0%
-631.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.3% |
| 7D | -12.4% | +5.3% | -17.6% | -14.2% |
| 30D | -6.6% | +12.4% | -19.0% | -10.8% |
| 3M | +7.5% | +13.7% | -6.2% | +2.1% |
| 6M | +10.8% | +18.0% | -7.2% | +3.3% |
| YTD | +57.0% | +44.6% | +12.5% | +34.3% |
| 1Y | +67.9% | +53.1% | +14.8% | +40.2% |
| 3Y | +87.6% | +90.2% | -2.6% | +43.2% |
| 5Y | +220.4% | +215.0% | +5.4% | +100.5% |
| 10Y | +64.8% | +658.9% | -594.1% | -1.2% |
| All | +64.8% | +696.0% | -631.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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