+187.9%
PFE vs WPM
+5,535.3%
-5,347.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -1.0% |
| 7D | -4.7% | +20.8% | -25.5% | -6.1% |
| 30D | +3.4% | +3.8% | -0.5% | +2.9% |
| 3M | +9.2% | +7.4% | +1.8% | +8.3% |
| 6M | +15.8% | +4.0% | +11.9% | +14.9% |
| YTD | +23.4% | +23.0% | +0.4% | +20.3% |
| 1Y | +25.8% | +45.9% | -20.1% | +20.9% |
| 3Y | +17.8% | +242.9% | -225.1% | +4.9% |
| 5Y | -20.2% | +259.5% | -279.7% | -29.8% |
| 10Y | +49.6% | +577.7% | -528.1% | +22.0% |
| All | +187.9% | +5,535.3% | -5,347.4% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling