+227.5%
WAB vs PFG
+111.7%
+115.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | +1.7% | +6.0% | -4.3% | -1.8% |
| 30D | -2.4% | +2.2% | -4.6% | -3.8% |
| 3M | +9.7% | +10.4% | -0.7% | +2.9% |
| 6M | +16.5% | +27.8% | -11.3% | +0.3% |
| YTD | +33.7% | +33.6% | +0.1% | +11.7% |
| 1Y | +49.7% | +49.3% | +0.4% | +16.8% |
| 3Y | +170.9% | +69.7% | +101.2% | +93.1% |
| All | +227.5% | +111.7% | +115.8% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling