+792.1%
PFE vs WAT
+12,102.7%
-11,310.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -3.7% | -1.1% | -2.6% | -3.5% |
| 30D | +5.0% | +5.0% | 0.0% | +3.8% |
| 3M | +12.2% | +14.5% | -2.3% | +8.9% |
| 6M | +14.6% | +30.9% | -16.3% | +7.9% |
| YTD | +24.1% | +20.5% | +3.6% | +18.0% |
| 1Y | +26.6% | +23.3% | +3.3% | +19.8% |
| 3Y | +14.3% | +81.5% | -67.2% | -2.0% |
| 5Y | -21.9% | +33.4% | -55.3% | -29.7% |
| 10Y | +62.6% | +231.5% | -168.9% | +19.6% |
| All | +792.1% | +12,102.7% | -11,310.6% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling