+32.9%
PFE vs WAT
+153.6%
-120.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -2.7% | -0.7% | -1.9% | -2.5% |
| 30D | +3.8% | -1.0% | +4.8% | +4.1% |
| 3M | +10.4% | +10.9% | -0.5% | +7.2% |
| 6M | +6.3% | +33.2% | -26.9% | -2.4% |
| YTD | +17.4% | +6.1% | +11.3% | +14.1% |
| 1Y | +21.1% | +30.2% | -9.1% | +11.1% |
| 3Y | -1.6% | +52.9% | -54.5% | -16.3% |
| 5Y | -22.2% | -5.1% | -17.0% | -24.9% |
| 10Y | +32.9% | +152.6% | -119.7% | -10.1% |
| All | +32.9% | +153.6% | -120.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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