+557.4%
GWW vs PFG
+247.4%
+309.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -3.1% | -3.0% | -0.2% | -1.9% |
| 30D | -2.3% | +2.5% | -4.8% | -3.5% |
| 3M | -3.3% | +6.1% | -9.4% | -6.1% |
| 6M | +15.4% | +31.3% | -15.9% | +1.8% |
| YTD | +26.7% | +33.6% | -6.8% | +10.8% |
| 1Y | +29.0% | +48.5% | -19.6% | +7.4% |
| 3Y | +89.0% | +69.6% | +19.4% | +46.1% |
| 5Y | +221.8% | +111.5% | +110.3% | +120.7% |
| All | +557.4% | +247.4% | +309.9% | +210.2% |
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