-21.5%
PFE vs WM
+59.1%
-80.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.1% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | +5.0% | +13.1% | -8.1% | +1.7% |
| 3M | +12.2% | +3.6% | +8.6% | +11.1% |
| 6M | +14.6% | +8.1% | +6.5% | +12.0% |
| YTD | +24.1% | +8.9% | +15.2% | +20.7% |
| 1Y | +26.6% | +20.3% | +6.2% | +19.6% |
| 3Y | +14.3% | +46.2% | -31.9% | +0.4% |
| All | -21.5% | +59.1% | -80.6% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling