+240.2%
PFG vs WSM
+1,058.9%
-818.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | +2.5% | -10.7% | +13.2% | +5.6% |
| 3M | +6.1% | +8.5% | -2.4% | +3.3% |
| 6M | +31.3% | +19.6% | +11.7% | +24.0% |
| YTD | +33.6% | +26.6% | +7.0% | +23.9% |
| 1Y | +48.5% | +12.0% | +36.6% | +42.1% |
| 3Y | +69.6% | +226.6% | -157.0% | +12.4% |
| 5Y | +111.5% | +174.1% | -62.7% | +40.9% |
| All | +240.2% | +1,058.9% | -818.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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