-22.2%
PFE vs WCN
+30.9%
-53.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -2.7% | -0.4% | -2.2% | -2.6% |
| 30D | +3.8% | -2.1% | +6.0% | +4.3% |
| 3M | +10.4% | +6.4% | +4.0% | +8.7% |
| 6M | +6.3% | -3.7% | +9.9% | +7.0% |
| YTD | +17.4% | -6.4% | +23.7% | +18.8% |
| 1Y | +21.1% | -7.9% | +29.1% | +23.1% |
| 3Y | -1.6% | +20.8% | -22.4% | -7.1% |
| 5Y | -22.2% | +29.0% | -51.1% | -30.7% |
| All | -22.2% | +30.9% | -53.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling