+5,177.2%
GWW vs PFG
+979.8%
+4,197.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +13.6% | +5.0% | +8.6% | +12.0% |
| 3M | +15.4% | +0.1% | +15.3% | +15.2% |
| 6M | +21.8% | +13.8% | +8.0% | +16.9% |
| YTD | +50.0% | +31.2% | +18.8% | +37.8% |
| 1Y | +60.2% | +37.1% | +23.2% | +45.3% |
| 3Y | +94.4% | +80.6% | +13.8% | +61.4% |
| 5Y | +221.8% | +93.7% | +128.1% | +159.3% |
| 10Y | +665.8% | +185.5% | +480.2% | +429.4% |
| All | +5,177.2% | +979.8% | +4,197.4% | +1,882.8% |
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