+14.3%
PFE vs WCC
+110.7%
-96.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.8% |
| 7D | -3.7% | -14.7% | +11.0% | -2.8% |
| 30D | +5.0% | -20.1% | +25.0% | +6.3% |
| 3M | +12.2% | -21.2% | +33.3% | +13.6% |
| 6M | +14.6% | -19.2% | +33.7% | +15.6% |
| YTD | +24.1% | +20.2% | +3.9% | +19.7% |
| 1Y | +26.6% | +14.5% | +12.1% | +22.6% |
| 3Y | +14.3% | +115.1% | -100.8% | +7.6% |
| All | +14.3% | +110.7% | -96.4% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling