+135.7%
PFE vs WCN
+6,839.3%
-6,703.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.0% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | +10.2% | +0.4% | +9.8% | +10.1% |
| 3M | +12.7% | +7.3% | +5.4% | +11.1% |
| 6M | +10.5% | -2.5% | +13.0% | +10.7% |
| YTD | +20.2% | -5.4% | +25.5% | +20.9% |
| 1Y | +24.1% | -8.5% | +32.5% | +25.6% |
| 3Y | -3.6% | +20.8% | -24.4% | -7.7% |
| 5Y | -20.9% | +30.0% | -50.9% | -25.6% |
| 10Y | +35.8% | +238.4% | -202.6% | +8.6% |
| All | +135.7% | +6,839.3% | -6,703.6% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling