+32.8%
PFE vs FWONK
+340.2%
-307.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +5.4% | -7.7% | +13.1% | +6.7% |
| 3M | +7.8% | +5.7% | +2.1% | +6.7% |
| 6M | +5.0% | +13.5% | -8.4% | +2.6% |
| YTD | +17.1% | -3.0% | +20.0% | +17.2% |
| 1Y | +19.3% | -6.4% | +25.7% | +20.1% |
| 3Y | -0.9% | +43.8% | -44.8% | -8.3% |
| 5Y | -20.8% | +98.6% | -119.3% | -31.4% |
| All | +32.8% | +340.2% | -307.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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