-20.2%
PFE vs GWW
+220.1%
-240.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.7% | +5.3% | -10.0% | -5.4% |
| 30D | +3.4% | +12.4% | -9.1% | +1.6% |
| 3M | +9.2% | +13.7% | -4.5% | +7.1% |
| 6M | +15.8% | +18.0% | -2.2% | +12.6% |
| YTD | +23.4% | +44.6% | -21.1% | +15.7% |
| 1Y | +25.8% | +53.1% | -27.3% | +16.8% |
| 3Y | +17.8% | +90.2% | -72.4% | +4.7% |
| 5Y | -20.2% | +215.0% | -235.2% | -33.3% |
| All | -20.2% | +220.1% | -240.2% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling