+3,280.0%
PFE vs WY
+688.1%
+2,591.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | +1.8% | -1.7% | +3.5% | +2.2% |
| 30D | +10.2% | -10.1% | +20.3% | +13.0% |
| 3M | +12.7% | -5.1% | +17.8% | +13.8% |
| 6M | +10.5% | -4.8% | +15.3% | +11.4% |
| YTD | +20.2% | -0.2% | +20.4% | +19.5% |
| 1Y | +24.1% | -6.6% | +30.7% | +25.2% |
| 3Y | -3.6% | -22.7% | +19.2% | +0.9% |
| 5Y | -20.9% | -22.2% | +1.3% | -18.5% |
| 10Y | +35.8% | +7.3% | +28.6% | +21.6% |
| All | +3,280.0% | +688.1% | +2,591.9% | +1,593.6% |
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