+3,372.6%
PFE vs GWW
+15,877.3%
-12,504.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.7% | +5.3% | -10.0% | -6.0% |
| 30D | +3.4% | +12.4% | -9.1% | +0.3% |
| 3M | +9.2% | +13.7% | -4.5% | +5.5% |
| 6M | +15.8% | +18.0% | -2.2% | +10.5% |
| YTD | +23.4% | +44.6% | -21.1% | +11.3% |
| 1Y | +25.8% | +53.1% | -27.3% | +11.7% |
| 3Y | +17.8% | +90.2% | -72.4% | -2.5% |
| 5Y | -20.2% | +215.0% | -235.2% | -43.3% |
| 10Y | +49.6% | +658.9% | -609.3% | -20.8% |
| All | +3,372.6% | +15,877.3% | -12,504.7% | +605.2% |
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