+1,055.9%
PFE vs WAB
+4,092.2%
-3,036.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.3% |
| 30D | +10.2% | -4.4% | +14.7% | +11.0% |
| 3M | +12.7% | +7.9% | +4.8% | +10.9% |
| 6M | +10.5% | +8.7% | +1.8% | +8.4% |
| YTD | +20.2% | +33.0% | -12.8% | +13.7% |
| 1Y | +24.1% | +46.7% | -22.6% | +15.4% |
| 3Y | -3.6% | +153.0% | -156.6% | -19.2% |
| 5Y | -20.9% | +222.3% | -243.1% | -37.1% |
| 10Y | +35.8% | +291.0% | -255.1% | -0.3% |
| All | +1,055.9% | +4,092.2% | -3,036.3% | +481.3% |
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