+68.5%
PFG vs WSM
+232.0%
-163.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.2% | +2.6% | +0.6% | +2.7% |
| 30D | +0.9% | -9.3% | +10.2% | +2.9% |
| 3M | +7.7% | +7.1% | +0.6% | +5.9% |
| 6M | +29.0% | +21.7% | +7.2% | +23.2% |
| YTD | +32.5% | +28.7% | +3.7% | +25.1% |
| 1Y | +47.3% | +13.9% | +33.4% | +42.1% |
| All | +68.5% | +232.0% | -163.5% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling