+14.3%
PFE vs WCN
+45.2%
-30.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.4% |
| 7D | -3.7% | +2.9% | -6.6% | -4.2% |
| 30D | +5.0% | +22.1% | -17.1% | +1.3% |
| 3M | +12.2% | +13.2% | -1.0% | +9.6% |
| 6M | +14.6% | +23.7% | -9.1% | +10.3% |
| YTD | +24.1% | +8.7% | +15.4% | +22.2% |
| 1Y | +26.6% | +15.3% | +11.2% | +23.1% |
| 3Y | +14.3% | +46.0% | -31.7% | +22.5% |
| All | +14.3% | +45.2% | -30.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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