+39.8%
PFG vs WETO
-99.4%
+139.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.2% | +0.8% |
| 7D | -3.0% | -19.9% | +16.9% | -3.0% |
| 30D | +2.5% | -42.7% | +45.1% | +2.5% |
| 3M | +6.1% | -97.7% | +103.8% | +7.9% |
| 6M | +31.3% | -94.4% | +125.7% | +31.1% |
| YTD | +33.6% | -97.0% | +130.6% | +34.6% |
| 1Y | +48.5% | -98.9% | +147.4% | +51.7% |
| All | +39.8% | -99.4% | +139.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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