-20.6%
PFE vs WM
+62.1%
-82.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.1% | -3.3% |
| 7D | -0.2% | +4.5% | -4.7% | -1.4% |
| 30D | +8.7% | +16.1% | -7.4% | +4.6% |
| 3M | +15.8% | +8.0% | +7.7% | +13.4% |
| 6M | +16.8% | +8.4% | +8.4% | +14.1% |
| YTD | +26.2% | +11.2% | +15.0% | +22.1% |
| 1Y | +29.9% | +22.3% | +7.6% | +22.2% |
| 3Y | +15.9% | +50.2% | -34.3% | +1.0% |
| 5Y | -20.6% | +63.3% | -83.9% | -33.4% |
| All | -20.6% | +62.1% | -82.7% | -33.4% |
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