+3,449.8%
PFE vs WY
+607.0%
+2,842.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | -5.1% | +2.1% | -1.8% |
| 30D | +5.2% | +9.0% | -3.8% | +3.0% |
| 3M | +12.2% | -16.7% | +29.0% | +17.0% |
| 6M | +17.8% | -10.3% | +28.0% | +20.3% |
| YTD | +26.2% | -10.5% | +36.7% | +28.6% |
| 1Y | +23.2% | -5.9% | +29.1% | +23.9% |
| 3Y | +21.3% | -24.7% | +46.0% | +27.6% |
| 5Y | -23.1% | -31.5% | +8.4% | -18.4% |
| 10Y | +50.7% | +4.7% | +46.0% | +35.6% |
| All | +3,449.8% | +607.0% | +2,842.9% | +1,721.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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