+32.9%
PFE vs WPM
+502.1%
-469.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.7% | +7.0% | -9.7% | -3.1% |
| 30D | +3.8% | +15.7% | -11.9% | +2.8% |
| 3M | +10.4% | +35.2% | -24.8% | +8.2% |
| 6M | +6.3% | +6.1% | +0.2% | +5.5% |
| YTD | +17.4% | +32.6% | -15.2% | +14.7% |
| 1Y | +21.1% | +46.9% | -25.8% | +17.5% |
| 3Y | -1.6% | +276.3% | -277.9% | -10.2% |
| 5Y | -22.2% | +260.0% | -282.1% | -29.4% |
| 10Y | +32.9% | +508.5% | -475.6% | +20.3% |
| All | +32.9% | +502.1% | -469.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling