+300.9%
FWONK vs PFG
+247.6%
+53.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -1.5% | -3.0% | +1.4% | -0.2% |
| 30D | -6.8% | +2.5% | -9.3% | -8.0% |
| 3M | +7.7% | +6.1% | +1.6% | +4.5% |
| 6M | +11.0% | +31.3% | -20.3% | -2.3% |
| YTD | -3.1% | +33.6% | -36.7% | -15.8% |
| 1Y | -3.5% | +48.5% | -52.0% | -20.3% |
| 3Y | +44.6% | +69.6% | -25.0% | +9.7% |
| 5Y | +98.3% | +111.5% | -13.2% | +30.2% |
| 10Y | +339.3% | +244.2% | +95.1% | +101.6% |
| All | +300.9% | +247.6% | +53.2% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling