+82.2%
PR vs GWW
+665.1%
-582.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | +6.7% | +3.7% | +3.0% | +5.3% |
| 30D | -6.1% | +13.6% | -19.7% | -10.7% |
| 3M | +6.9% | +15.4% | -8.5% | +1.0% |
| 6M | +14.6% | +21.8% | -7.2% | +5.7% |
| YTD | +66.1% | +50.0% | +16.1% | +40.1% |
| 1Y | +77.0% | +60.2% | +16.8% | +45.2% |
| 3Y | +93.8% | +94.4% | -0.5% | +46.8% |
| 5Y | +268.2% | +221.8% | +46.4% | +128.2% |
| All | +82.2% | +665.1% | -582.9% | +7.6% |
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