+1,087.6%
PFE vs WAB
+4,319.4%
-3,231.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.7% | -1.4% |
| 7D | -4.7% | +4.0% | -8.7% | -5.4% |
| 30D | +3.4% | +4.5% | -1.1% | +2.5% |
| 3M | +9.2% | +2.3% | +6.9% | +8.6% |
| 6M | +15.8% | +12.5% | +3.3% | +12.9% |
| YTD | +23.4% | +40.2% | -16.7% | +15.6% |
| 1Y | +25.8% | +45.2% | -19.4% | +17.1% |
| 3Y | +17.8% | +171.8% | -154.0% | -2.6% |
| 5Y | -20.2% | +217.6% | -237.8% | -36.5% |
| 10Y | +49.6% | +285.3% | -235.7% | +9.9% |
| All | +1,087.6% | +4,319.4% | -3,231.9% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling