-24.0%
PFE vs WST
-0.5%
-23.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -2.1% | +4.9% | -7.0% | -2.7% |
| 30D | +3.1% | +10.7% | -7.6% | +1.8% |
| 3M | +11.2% | +16.8% | -5.6% | +9.0% |
| 6M | +15.0% | +32.0% | -16.9% | +11.1% |
| YTD | +23.5% | +49.9% | -26.4% | +17.0% |
| 1Y | +18.9% | +50.6% | -31.7% | +12.5% |
| 3Y | +18.7% | +21.4% | -2.7% | +11.2% |
| 5Y | -24.0% | -0.6% | -23.5% | -23.8% |
| All | -24.0% | -0.5% | -23.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 5y: compounded portfolio wealth divided by compounded WST 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…
5y analysis · Full analysis span regression · 6 months rolling