-2.5%
PFE vs W
+39.1%
-41.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.7% |
| 3M | +12.7% | +37.2% | -24.5% | +9.9% |
| 6M | +10.5% | +26.3% | -15.8% | +8.0% |
| YTD | +20.2% | -1.0% | +21.1% | +19.0% |
| 1Y | +24.1% | +20.1% | +4.0% | +20.5% |
| All | -2.5% | +39.1% | -41.5% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling