+164.4%
PR vs GWW
+651.2%
-486.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | +6.7% | +3.7% | +3.0% | +5.4% |
| 30D | -6.1% | +13.6% | -19.7% | -10.5% |
| 3M | +6.9% | +15.4% | -8.5% | +1.2% |
| 6M | +14.6% | +21.8% | -7.2% | +6.0% |
| YTD | +66.1% | +50.0% | +16.1% | +41.0% |
| 1Y | +77.0% | +60.2% | +16.8% | +46.3% |
| 3Y | +93.8% | +94.4% | -0.5% | +48.4% |
| 5Y | +268.2% | +221.8% | +46.4% | +133.0% |
| 10Y | +82.3% | +665.8% | -583.4% | +8.1% |
| All | +164.4% | +651.2% | -486.8% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling