+169.5%
PR vs GWW
+561.0%
-391.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +2.9% | +1.4% | +1.5% | +2.4% |
| 30D | +18.0% | +3.3% | +14.8% | +16.6% |
| 3M | +16.9% | +2.9% | +13.9% | +15.1% |
| 6M | +28.2% | +15.8% | +12.4% | +20.2% |
| YTD | +69.3% | +32.0% | +37.3% | +50.8% |
| 1Y | +69.5% | +29.9% | +39.6% | +51.5% |
| 3Y | +81.7% | +91.1% | -9.4% | +39.9% |
| 5Y | +422.2% | +223.9% | +198.3% | +231.6% |
| 10Y | +110.4% | +567.0% | -456.7% | +30.4% |
| All | +169.5% | +561.0% | -391.5% | +65.9% |
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 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