+18,420.3%
WDC vs PG
+3,928.0%
+14,492.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.7% |
| 7D | +7.5% | -3.4% | +10.9% | +8.7% |
| 30D | +10.1% | -2.6% | +12.7% | +10.9% |
| 3M | -6.8% | -3.3% | -3.5% | -6.6% |
| 6M | +84.1% | -6.7% | +90.9% | +86.0% |
| YTD | +180.3% | +1.7% | +178.5% | +173.7% |
| 1Y | +411.1% | -7.9% | +419.0% | +413.7% |
| 3Y | +1,375.0% | +0.9% | +1,374.1% | +1,308.9% |
| 5Y | +991.6% | +12.6% | +978.9% | +894.5% |
| 10Y | +1,309.1% | +117.2% | +1,191.9% | +910.4% |
| All | +18,420.3% | +3,928.0% | +14,492.2% | +4,002.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling