+50.7%
PFE vs WM
+332.5%
-281.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -3.0% | +0.8% | -3.7% | -3.3% |
| 30D | +5.2% | +13.8% | -8.6% | 0.0% |
| 3M | +12.2% | +6.4% | +5.9% | +9.4% |
| 6M | +17.8% | +13.2% | +4.6% | +11.6% |
| YTD | +26.2% | +10.8% | +15.4% | +20.1% |
| 1Y | +23.2% | +20.2% | +3.0% | +13.2% |
| 3Y | +21.3% | +46.5% | -25.2% | +0.3% |
| 5Y | -23.1% | +61.3% | -84.4% | -40.1% |
| 10Y | +50.7% | +324.8% | -274.1% | -22.8% |
| All | +50.7% | +332.5% | -281.8% | -22.8% |
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