+1,968.1%
PFE vs WWD
+14,113.5%
-12,145.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -2.2% |
| 7D | -3.7% | +4.2% | -7.9% | -4.4% |
| 30D | +5.0% | -2.1% | +7.1% | +5.1% |
| 3M | +12.2% | -13.2% | +25.3% | +14.4% |
| 6M | +14.6% | -16.9% | +31.5% | +17.3% |
| YTD | +24.1% | +5.2% | +18.9% | +21.6% |
| 1Y | +26.6% | +20.6% | +6.0% | +21.0% |
| 3Y | +14.3% | +146.3% | -132.0% | -4.4% |
| 5Y | -21.9% | +171.3% | -193.2% | -36.8% |
| 10Y | +62.6% | +471.3% | -408.7% | +10.5% |
| All | +1,968.1% | +14,113.5% | -12,145.4% | +820.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling