-1.6%
PFE vs WBD
+153.8%
-155.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.3% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +3.8% | +5.0% | -1.2% | +3.4% |
| 3M | +10.4% | +6.2% | +4.1% | +9.7% |
| 6M | +6.3% | +0.6% | +5.7% | +6.1% |
| YTD | +17.4% | -2.4% | +19.8% | +17.6% |
| 1Y | +21.1% | +127.7% | -106.6% | +10.7% |
| 3Y | -1.6% | +148.4% | -150.0% | -16.6% |
| All | -1.6% | +153.8% | -155.4% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling