+415.3%
PR vs GWW
+224.0%
+191.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +2.9% | +1.4% | +1.5% | +2.3% |
| 30D | +18.0% | +3.3% | +14.8% | +16.4% |
| 3M | +16.9% | +2.9% | +13.9% | +14.7% |
| 6M | +28.2% | +15.8% | +12.4% | +18.5% |
| YTD | +69.3% | +32.0% | +37.3% | +46.3% |
| 1Y | +69.5% | +29.9% | +39.6% | +47.2% |
| 3Y | +81.7% | +91.1% | -9.4% | +28.1% |
| All | +415.3% | +224.0% | +191.2% | +199.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling