+988.7%
PFG vs WSM
+5,255.1%
-4,266.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.5% |
| 7D | +5.5% | -3.3% | +8.8% | +7.0% |
| 30D | +2.4% | -8.4% | +10.8% | +6.2% |
| 3M | +13.6% | +9.7% | +3.9% | +8.2% |
| 6M | +27.9% | +16.7% | +11.2% | +17.9% |
| YTD | +35.6% | +28.7% | +6.9% | +19.1% |
| 1Y | +48.5% | +13.7% | +34.8% | +37.0% |
| 3Y | +66.9% | +230.1% | -163.2% | -15.2% |
| 5Y | +111.0% | +179.0% | -68.0% | +6.1% |
| 10Y | +244.5% | +1,002.5% | -758.0% | -31.1% |
| All | +988.7% | +5,255.1% | -4,266.3% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling