+160.5%
PFE vs WU
-20.5%
+181.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -4.7% | +9.1% | -13.8% | -7.0% |
| 30D | +3.4% | +12.1% | -8.7% | +0.1% |
| 3M | +9.2% | +0.3% | +8.9% | +8.7% |
| 6M | +15.8% | -19.1% | +35.0% | +20.8% |
| YTD | +23.4% | -19.2% | +42.7% | +28.4% |
| 1Y | +25.8% | -15.3% | +41.1% | +29.0% |
| 3Y | +17.8% | -21.3% | +39.2% | +21.4% |
| 5Y | -20.2% | -41.7% | +21.5% | -12.7% |
| 10Y | +49.6% | -36.0% | +85.6% | +53.3% |
| All | +160.5% | -20.5% | +181.0% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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