+0.7%
PFE vs WWD
+170.0%
-169.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.6% |
| 30D | +10.2% | -7.2% | +17.4% | +11.0% |
| 3M | +12.7% | -3.8% | +16.5% | +12.7% |
| 6M | +10.5% | -9.9% | +20.4% | +11.1% |
| YTD | +20.2% | +14.8% | +5.3% | +17.2% |
| 1Y | +24.1% | +42.1% | -18.0% | +17.5% |
| All | +0.7% | +170.0% | -169.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling