+49.6%
PFE vs WM
+337.2%
-287.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.7% | -0.5% | -4.2% | -4.5% |
| 30D | +3.4% | +13.3% | -9.9% | -1.6% |
| 3M | +9.2% | +4.4% | +4.8% | +7.2% |
| 6M | +15.8% | +10.8% | +5.0% | +10.7% |
| YTD | +23.4% | +9.1% | +14.4% | +18.3% |
| 1Y | +25.8% | +19.1% | +6.7% | +16.1% |
| 3Y | +17.8% | +45.7% | -27.8% | -2.4% |
| 5Y | -20.2% | +60.4% | -80.6% | -37.8% |
| 10Y | +49.6% | +328.7% | -279.1% | -21.6% |
| All | +49.6% | +337.2% | -287.6% | -21.6% |
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