+5,757.9%
WAB vs PFG
+1,008.7%
+4,749.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +4.0% | +3.0% | +1.1% | +2.8% |
| 30D | +6.3% | +8.2% | -1.8% | +2.9% |
| 3M | +3.3% | +2.7% | +0.6% | +1.9% |
| 6M | +14.5% | +17.2% | -2.7% | +6.4% |
| YTD | +42.7% | +34.8% | +7.9% | +24.9% |
| 1Y | +45.2% | +43.6% | +1.6% | +23.7% |
| 3Y | +173.8% | +85.4% | +88.3% | +108.6% |
| 5Y | +223.8% | +102.2% | +121.6% | +136.2% |
| 10Y | +280.5% | +190.2% | +90.3% | +132.6% |
| All | +5,757.9% | +1,008.7% | +4,749.2% | +1,838.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling