+32.9%
PFE vs WAB
+283.1%
-250.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -2.7% | +1.7% | -4.3% | -3.0% |
| 30D | +3.8% | -2.4% | +6.3% | +4.3% |
| 3M | +10.4% | +9.7% | +0.7% | +8.1% |
| 6M | +6.3% | +16.5% | -10.3% | +2.7% |
| YTD | +17.4% | +33.7% | -16.4% | +10.3% |
| 1Y | +21.1% | +49.7% | -28.5% | +11.3% |
| 3Y | -1.6% | +170.9% | -172.5% | -20.3% |
| 5Y | -22.2% | +228.0% | -250.2% | -39.9% |
| 10Y | +32.9% | +284.8% | -251.9% | -10.7% |
| All | +32.9% | +283.1% | -250.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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