-29.5%
PFE vs WBD
+14.0%
-43.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +14.2% | -5.6% | +7.5% |
| 7D | +8.6% | +14.2% | -5.6% | +7.5% |
| 30D | +8.6% | +14.2% | -5.6% | +7.5% |
| 3M | +8.6% | +14.2% | -5.6% | +7.5% |
| 6M | +0.1% | +13.3% | -13.2% | -0.9% |
| YTD | +15.8% | +7.4% | +8.4% | +15.1% |
| 1Y | +7.2% | +63.0% | -55.8% | +3.4% |
| 3Y | -0.7% | +206.7% | -207.4% | -10.7% |
| All | -29.5% | +14.0% | -43.4% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling