+26.0%
PFE vs W
+8.7%
+17.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.7% |
| 7D | -4.7% | +3.3% | -8.0% | -4.7% |
| 30D | +3.4% | +10.5% | -7.2% | +3.2% |
| 3M | +9.2% | +9.6% | -0.4% | +9.0% |
| 6M | +15.8% | +76.4% | -60.6% | +14.2% |
| YTD | +23.4% | +16.4% | +7.1% | +21.9% |
| All | +26.0% | +8.7% | +17.3% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling