+50.7%
PFE vs GWW
+653.9%
-603.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -3.0% | 0.0% | -2.9% | -2.9% |
| 30D | +5.2% | +14.0% | -8.7% | +2.4% |
| 3M | +12.2% | +14.4% | -2.1% | +9.1% |
| 6M | +17.8% | +21.7% | -3.9% | +12.8% |
| YTD | +26.2% | +48.4% | -22.2% | +15.5% |
| 1Y | +23.2% | +58.4% | -35.2% | +11.2% |
| 3Y | +21.3% | +92.3% | -71.0% | +3.9% |
| 5Y | -23.1% | +221.8% | -244.9% | -42.3% |
| 10Y | +50.7% | +657.6% | -606.9% | -7.3% |
| All | +50.7% | +653.9% | -603.2% | -7.3% |
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