+180.2%
PFE vs WPM
+5,967.5%
-5,787.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.2% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | +10.2% | +26.4% | -16.1% | +8.1% |
| 3M | +12.7% | +20.8% | -8.2% | +10.7% |
| 6M | +10.5% | +1.1% | +9.4% | +9.9% |
| YTD | +20.2% | +32.5% | -12.3% | +16.6% |
| 1Y | +24.1% | +51.5% | -27.5% | +18.9% |
| 3Y | -3.6% | +267.0% | -270.6% | -14.5% |
| 5Y | -20.9% | +250.1% | -271.0% | -30.1% |
| 10Y | +35.8% | +540.4% | -504.5% | +11.5% |
| All | +180.2% | +5,967.5% | -5,787.3% | +68.3% |
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 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