+64.8%
PR vs WPM
+553.6%
-488.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -1.3% |
| 7D | -12.4% | +20.8% | -33.2% | -13.2% |
| 30D | -6.6% | +3.8% | -10.4% | -6.7% |
| 3M | +7.5% | +7.4% | +0.1% | +7.1% |
| 6M | +10.8% | +4.0% | +6.8% | +10.4% |
| YTD | +57.0% | +23.0% | +34.0% | +54.0% |
| 1Y | +67.9% | +45.9% | +22.0% | +62.6% |
| 3Y | +87.6% | +242.9% | -155.4% | +69.1% |
| 5Y | +220.4% | +259.5% | -39.1% | +185.9% |
| 10Y | +64.8% | +577.7% | -512.9% | +64.1% |
| All | +64.8% | +553.6% | -488.7% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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