+3,439.0%
PFE vs WY
+606.3%
+2,832.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.0% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +5.3% | +8.0% | -2.7% | +3.4% |
| 3M | +10.1% | -17.7% | +27.8% | +15.1% |
| 6M | +18.0% | -10.8% | +28.8% | +20.7% |
| YTD | +25.8% | -10.6% | +36.4% | +28.2% |
| 1Y | +28.4% | -5.7% | +34.2% | +29.2% |
| 3Y | +20.9% | -24.8% | +45.7% | +27.3% |
| 5Y | -21.5% | -31.7% | +10.2% | -16.6% |
| 10Y | +46.2% | +2.9% | +43.3% | +32.1% |
| All | +3,439.0% | +606.3% | +2,832.7% | +1,716.5% |
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