-21.0%
PFE vs FWONK
+95.7%
-116.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -4.0% | -1.5% | -2.5% | -3.8% |
| 30D | +3.9% | -6.8% | +10.6% | +4.9% |
| 3M | +9.9% | +7.7% | +2.2% | +8.6% |
| 6M | +5.3% | +11.0% | -5.7% | +3.4% |
| YTD | +16.8% | -3.1% | +19.9% | +16.9% |
| 1Y | +20.4% | -3.5% | +23.9% | +20.5% |
| 3Y | -2.1% | +44.6% | -46.7% | -9.3% |
| 5Y | -21.0% | +98.3% | -119.2% | -30.5% |
| All | -21.0% | +95.7% | -116.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling