+457.8%
WMT vs PR
+169.5%
+288.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +3.9% | +2.9% | +1.0% | +3.9% |
| 30D | -4.4% | +18.0% | -22.4% | -4.4% |
| 3M | -8.8% | +16.9% | -25.6% | -8.8% |
| 6M | -15.6% | +28.2% | -43.8% | -15.6% |
| YTD | -3.2% | +69.3% | -72.6% | -3.2% |
| 1Y | +7.0% | +69.5% | -62.5% | +7.1% |
| 3Y | +105.3% | +81.7% | +23.6% | +105.4% |
| 5Y | +129.3% | +422.2% | -293.0% | +132.6% |
| 10Y | +423.9% | +110.4% | +313.6% | +521.4% |
| All | +457.8% | +169.5% | +288.4% | +529.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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