+113.1%
PFE vs WCC
+1,713.7%
-1,600.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.7% |
| 7D | +1.8% | +4.5% | -2.7% | +1.2% |
| 30D | +10.2% | -5.8% | +16.0% | +10.9% |
| 3M | +12.7% | -3.7% | +16.3% | +12.7% |
| 6M | +10.5% | +23.1% | -12.5% | +6.9% |
| YTD | +20.2% | +44.2% | -24.0% | +13.9% |
| 1Y | +24.1% | +62.1% | -38.0% | +15.6% |
| 3Y | -3.6% | +121.1% | -124.7% | -15.4% |
| 5Y | -20.9% | +214.0% | -234.8% | -35.2% |
| 10Y | +35.8% | +472.8% | -436.9% | -3.1% |
| All | +113.1% | +1,713.7% | -1,600.6% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling