+49.6%
PFE vs W
+268.4%
-218.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.8% |
| 7D | -4.7% | +3.3% | -8.0% | -4.9% |
| 30D | +3.4% | +10.5% | -7.2% | +2.8% |
| 3M | +9.2% | +9.6% | -0.4% | +8.6% |
| 6M | +15.8% | +76.4% | -60.6% | +11.8% |
| YTD | +23.4% | +16.4% | +7.1% | +21.2% |
| 1Y | +25.8% | +9.3% | +16.5% | +23.8% |
| 3Y | +17.8% | +172.8% | -155.0% | +7.8% |
| 5Y | -20.2% | -53.4% | +33.2% | -23.4% |
| 10Y | +49.6% | +243.6% | -194.0% | +12.8% |
| All | +49.6% | +268.4% | -218.9% | +12.8% |
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