+9,012.8%
WMT vs PG
+4,002.3%
+5,010.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -7.4% | +0.8% | -8.2% | -7.7% |
| 3M | -10.9% | -1.3% | -9.5% | -10.4% |
| 6M | -12.7% | -3.8% | -8.9% | -11.4% |
| YTD | -3.2% | +3.6% | -6.8% | -5.0% |
| 1Y | +5.3% | -5.7% | +11.0% | +7.4% |
| 3Y | +101.9% | +1.6% | +100.3% | +97.9% |
| 5Y | +134.6% | +14.6% | +120.0% | +116.9% |
| 10Y | +440.4% | +121.2% | +319.2% | +273.5% |
| All | +9,012.8% | +4,002.3% | +5,010.5% | +1,106.6% |
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