-21.5%
PFE vs WWD
+170.1%
-191.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -1.9% |
| 7D | -3.7% | +4.2% | -7.9% | -4.1% |
| 30D | +5.0% | -2.1% | +7.1% | +5.1% |
| 3M | +12.2% | -13.2% | +25.3% | +13.4% |
| 6M | +14.6% | -16.9% | +31.5% | +16.0% |
| YTD | +24.1% | +5.2% | +18.9% | +22.5% |
| 1Y | +26.6% | +20.6% | +6.0% | +23.0% |
| 3Y | +14.3% | +146.3% | -132.0% | +2.9% |
| All | -21.5% | +170.1% | -191.6% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling