+32.9%
PFE vs WCC
+509.2%
-476.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.6% |
| 7D | -2.7% | +8.5% | -11.1% | -3.5% |
| 30D | +3.8% | -1.0% | +4.8% | +3.9% |
| 3M | +10.4% | +2.1% | +8.3% | +9.7% |
| 6M | +6.3% | +36.8% | -30.6% | +2.2% |
| YTD | +17.4% | +47.7% | -30.4% | +11.7% |
| 1Y | +21.1% | +66.5% | -45.4% | +13.7% |
| 3Y | -1.6% | +134.2% | -135.8% | -12.7% |
| 5Y | -22.2% | +231.6% | -253.8% | -35.0% |
| 10Y | +32.9% | +508.1% | -475.2% | -6.2% |
| All | +32.9% | +509.2% | -476.3% | -6.2% |
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