+20.8%
PFE vs WM
+48.8%
-28.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +3.1% | +15.2% | -12.1% | +0.7% |
| 3M | +11.2% | +8.3% | +2.8% | +9.6% |
| 6M | +15.0% | +13.1% | +1.9% | +12.5% |
| YTD | +23.5% | +12.5% | +11.0% | +20.6% |
| 1Y | +18.9% | +21.8% | -2.9% | +14.4% |
| All | +20.8% | +48.8% | -28.0% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling