+153.6%
PFE vs WU
-19.6%
+173.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | +10.2% | -1.1% | +11.3% | +10.5% |
| 3M | +12.7% | -3.9% | +16.5% | +12.6% |
| 6M | +10.5% | -20.7% | +31.2% | +16.0% |
| YTD | +20.2% | -18.4% | +38.5% | +25.0% |
| 1Y | +24.1% | -8.1% | +32.1% | +24.4% |
| 3Y | -3.6% | -24.2% | +20.6% | +0.3% |
| 5Y | -20.9% | -50.4% | +29.6% | -9.2% |
| 10Y | +35.8% | -40.0% | +75.9% | +42.3% |
| All | +153.6% | -19.6% | +173.2% | +116.5% |
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