-23.8%
PFE vs WAB
+214.2%
-237.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | -1.7% | +5.1% | -6.8% | -2.5% |
| 30D | +0.3% | +4.0% | -3.7% | -0.3% |
| 3M | +9.4% | +0.1% | +9.3% | +9.2% |
| 6M | +14.9% | +12.8% | +2.1% | +12.1% |
| YTD | +23.8% | +40.1% | -16.3% | +15.8% |
| 1Y | +19.5% | +46.4% | -26.8% | +10.9% |
| 3Y | +21.0% | +167.4% | -146.3% | 0.0% |
| All | -23.8% | +214.2% | -237.9% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling