+35.8%
PFE vs WM
+306.5%
-270.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +10.2% | -2.4% | +12.6% | +11.2% |
| 3M | +12.7% | +0.4% | +12.3% | +12.1% |
| 6M | +10.5% | -9.5% | +20.0% | +14.4% |
| YTD | +20.2% | +0.5% | +19.7% | +18.9% |
| 1Y | +24.1% | -1.1% | +25.2% | +23.4% |
| 3Y | -3.6% | +46.0% | -49.6% | -20.8% |
| 5Y | -20.9% | +51.8% | -72.7% | -37.2% |
| All | +35.8% | +306.5% | -270.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling