+289.9%
WAB vs PFG
+239.8%
+50.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +0.2% | +3.2% | -3.0% | -1.8% |
| 30D | -4.6% | +0.9% | -5.5% | -5.3% |
| 3M | +5.6% | +7.7% | -2.1% | +0.3% |
| 6M | +13.8% | +29.0% | -15.1% | -3.0% |
| YTD | +31.9% | +32.5% | -0.6% | +10.1% |
| 1Y | +48.3% | +47.3% | +0.9% | +15.8% |
| 3Y | +167.1% | +68.2% | +98.9% | +90.0% |
| 5Y | +222.9% | +108.5% | +114.4% | +97.0% |
| 10Y | +289.9% | +241.4% | +48.5% | +60.4% |
| All | +289.9% | +239.8% | +50.2% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling