+35.2%
PFE vs GWW
+553.5%
-518.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | +2.7% | -1.4% | +4.1% | +3.0% |
| 3M | +10.0% | -3.6% | +13.6% | +10.6% |
| 6M | +7.2% | +15.1% | -7.9% | +3.6% |
| YTD | +17.3% | +27.5% | -10.2% | +10.7% |
| 1Y | +20.3% | +29.6% | -9.3% | +13.0% |
| 3Y | -1.6% | +90.1% | -91.7% | -16.1% |
| 5Y | -21.4% | +222.6% | -244.0% | -41.8% |
| 10Y | +35.2% | +566.5% | -531.3% | -18.0% |
| All | +35.2% | +553.5% | -518.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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