+60.6%
PFE vs WM
+339.4%
-278.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -0.8% |
| 7D | -3.7% | +1.2% | -4.9% | -4.2% |
| 30D | +5.0% | +13.1% | -8.1% | 0.0% |
| 3M | +12.2% | +3.6% | +8.6% | +10.4% |
| 6M | +14.6% | +8.1% | +6.5% | +10.6% |
| YTD | +24.1% | +8.9% | +15.2% | +18.9% |
| 1Y | +26.6% | +20.3% | +6.2% | +16.2% |
| 3Y | +14.3% | +46.2% | -31.9% | -5.6% |
| 5Y | -21.9% | +59.9% | -81.8% | -39.1% |
| All | +60.6% | +339.4% | -278.8% | -21.8% |
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