+73.2%
PR vs GWW
+92.7%
-19.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.1% |
| 7D | -16.4% | +6.0% | -22.4% | -18.0% |
| 30D | -1.9% | +14.0% | -15.9% | -5.9% |
| 3M | +8.0% | +12.5% | -4.6% | +3.8% |
| 6M | +4.1% | +23.6% | -19.5% | -4.1% |
| YTD | +58.7% | +43.6% | +15.1% | +35.7% |
| 1Y | +75.8% | +52.5% | +23.4% | +45.9% |
| 3Y | +73.2% | +92.6% | -19.4% | +34.9% |
| All | +73.2% | +92.7% | -19.6% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling