+99.4%
FWONK vs PFG
+111.0%
-11.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -7.7% | +2.9% | -10.6% | -8.7% |
| 3M | +5.7% | +6.7% | -1.0% | +3.3% |
| 6M | +13.5% | +33.8% | -20.3% | +3.0% |
| YTD | -3.0% | +35.0% | -37.9% | -12.5% |
| 1Y | -6.4% | +46.4% | -52.8% | -18.1% |
| 3Y | +43.8% | +71.7% | -27.8% | +17.6% |
| All | +99.4% | +111.0% | -11.6% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling