+3,449.8%
PFE vs WM
+29,154.7%
-25,704.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.1% | -3.2% |
| 7D | -0.2% | +4.5% | -4.7% | -1.0% |
| 30D | +8.7% | +16.1% | -7.4% | +5.9% |
| 3M | +15.8% | +8.0% | +7.7% | +14.2% |
| 6M | +16.8% | +8.4% | +8.4% | +15.0% |
| YTD | +26.2% | +11.2% | +15.0% | +23.6% |
| 1Y | +29.9% | +22.3% | +7.6% | +25.1% |
| 3Y | +15.9% | +50.2% | -34.3% | +7.3% |
| 5Y | -20.6% | +63.3% | -83.9% | -27.8% |
| 10Y | +65.4% | +355.0% | -289.7% | +27.9% |
| All | +3,449.8% | +29,154.7% | -25,704.9% | +1,987.0% |
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