+32.5%
PFE vs WBD
+15.6%
+16.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -4.0% | -0.6% | -3.4% | -4.0% |
| 30D | +3.9% | +4.2% | -0.3% | +3.5% |
| 3M | +9.9% | +7.5% | +2.4% | +9.2% |
| 6M | +5.3% | +1.6% | +3.7% | +5.1% |
| YTD | +16.8% | -2.2% | +18.9% | +16.9% |
| 1Y | +20.4% | +124.9% | -104.5% | +11.5% |
| 3Y | -2.1% | +149.1% | -151.2% | -12.4% |
| 5Y | -21.0% | +7.8% | -28.8% | -26.0% |
| All | +32.5% | +15.6% | +16.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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