+35.6%
PFE vs W
+146.8%
-111.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.4% |
| 7D | +1.8% | -4.2% | +5.9% | +2.0% |
| 30D | +10.2% | -7.6% | +17.8% | +10.6% |
| 3M | +12.7% | +37.2% | -24.5% | +10.3% |
| 6M | +10.5% | +26.3% | -15.8% | +8.4% |
| YTD | +20.2% | -1.0% | +21.1% | +19.0% |
| 1Y | +24.1% | +20.1% | +4.0% | +21.2% |
| 3Y | -3.6% | +37.8% | -41.4% | -9.0% |
| 5Y | -20.9% | -63.7% | +42.8% | -23.0% |
| All | +35.6% | +146.8% | -111.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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