+3,280.0%
PFE vs GWW
+14,492.5%
-11,212.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | +10.2% | +3.3% | +7.0% | +9.2% |
| 3M | +12.7% | +2.9% | +9.8% | +11.5% |
| 6M | +10.5% | +15.8% | -5.2% | +5.9% |
| YTD | +20.2% | +32.0% | -11.9% | +11.0% |
| 1Y | +24.1% | +29.9% | -5.8% | +14.9% |
| 3Y | -3.6% | +91.1% | -94.6% | -20.4% |
| 5Y | -20.9% | +223.9% | -244.8% | -44.4% |
| 10Y | +35.8% | +567.0% | -531.2% | -25.6% |
| All | +3,280.0% | +14,492.5% | -11,212.6% | +603.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling