+3,280.0%
PFE vs WM
+26,336.4%
-23,056.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +10.2% | -2.4% | +12.6% | +10.7% |
| 3M | +12.7% | +0.4% | +12.3% | +12.5% |
| 6M | +10.5% | -9.5% | +20.0% | +12.2% |
| YTD | +20.2% | +0.5% | +19.7% | +19.8% |
| 1Y | +24.1% | -1.1% | +25.2% | +23.9% |
| 3Y | -3.6% | +46.0% | -49.6% | -10.3% |
| 5Y | -20.9% | +51.8% | -72.7% | -27.1% |
| 10Y | +35.8% | +307.5% | -271.7% | +7.1% |
| All | +3,280.0% | +26,336.4% | -23,056.4% | +1,922.8% |
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 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