+417.4%
WDC vs PG
-4.9%
+422.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +5.5% |
| 7D | +1.7% | +1.9% | -0.1% | +3.8% |
| 30D | -10.0% | -0.2% | -9.7% | -9.9% |
| 3M | -18.8% | +4.8% | -23.5% | -13.9% |
| 6M | +79.0% | -6.1% | +85.1% | +71.8% |
| YTD | +171.6% | +4.5% | +167.1% | +205.8% |
| 1Y | +417.4% | -5.3% | +422.7% | +430.4% |
| All | +417.4% | -4.9% | +422.3% | +430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling