+3,558.0%
PFE vs WM
+28,817.6%
-25,259.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | +4.6% | +5.9% | -1.4% | +3.5% |
| 30D | +12.3% | +15.4% | -3.1% | +9.6% |
| 3M | +21.2% | +6.3% | +14.8% | +19.8% |
| 6M | +21.1% | +5.6% | +15.5% | +19.8% |
| YTD | +30.0% | +9.9% | +20.1% | +27.6% |
| 1Y | +35.6% | +20.8% | +14.8% | +30.8% |
| 3Y | +19.5% | +48.5% | -29.1% | +10.8% |
| 5Y | -9.3% | +60.6% | -69.9% | -17.3% |
| 10Y | +70.4% | +349.8% | -279.4% | +32.0% |
| All | +3,558.0% | +28,817.6% | -25,259.7% | +2,055.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling