+317.0%
FWONK vs PFG
+251.1%
+65.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -7.7% | +2.9% | -10.6% | -9.1% |
| 3M | +5.7% | +6.7% | -1.0% | +2.3% |
| 6M | +13.5% | +33.8% | -20.3% | -0.9% |
| YTD | -3.0% | +35.0% | -37.9% | -16.1% |
| 1Y | -6.4% | +46.4% | -52.8% | -22.3% |
| 3Y | +43.8% | +71.7% | -27.8% | +8.4% |
| 5Y | +98.6% | +113.7% | -15.1% | +29.1% |
| All | +317.0% | +251.1% | +65.9% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling