+48.5%
PFE vs WCC
+440.3%
-391.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.1% | +14.2% | -16.3% | -3.3% |
| 30D | +3.1% | -9.8% | +12.9% | +3.8% |
| 3M | +11.2% | -10.1% | +21.3% | +11.8% |
| 6M | +15.0% | -9.4% | +24.4% | +15.2% |
| YTD | +23.5% | +34.4% | -10.9% | +18.4% |
| 1Y | +18.9% | +23.3% | -4.4% | +14.9% |
| 3Y | +18.7% | +137.9% | -119.2% | +5.2% |
| 5Y | -24.0% | +144.0% | -168.0% | -34.3% |
| All | +48.5% | +440.3% | -391.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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