+49.6%
PFE vs WCC
+492.1%
-442.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.7% | -1.3% |
| 7D | -4.7% | -5.7% | +1.0% | -4.3% |
| 30D | +3.4% | -13.5% | +16.8% | +4.4% |
| 3M | +9.2% | -12.9% | +22.1% | +10.1% |
| 6M | +15.8% | -10.7% | +26.5% | +16.1% |
| YTD | +23.4% | +30.0% | -6.5% | +18.6% |
| 1Y | +25.8% | +24.7% | +1.1% | +21.4% |
| 3Y | +17.8% | +136.6% | -118.7% | +4.3% |
| 5Y | -20.2% | +143.9% | -164.1% | -31.1% |
| 10Y | +49.6% | +465.9% | -416.3% | +7.0% |
| All | +49.6% | +492.1% | -442.5% | +7.0% |
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