-1.6%
PFE vs GWW
+91.5%
-93.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.3% | -2.0% |
| 7D | -2.7% | -1.5% | -1.1% | -2.5% |
| 30D | +3.8% | +1.1% | +2.7% | +3.7% |
| 3M | +10.4% | -1.0% | +11.4% | +10.3% |
| 6M | +6.3% | +16.3% | -10.1% | +3.4% |
| YTD | +17.4% | +28.5% | -11.1% | +12.4% |
| 1Y | +21.1% | +30.3% | -9.1% | +15.7% |
| 3Y | -1.6% | +91.6% | -93.2% | -8.0% |
| All | -1.6% | +91.5% | -93.1% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling