+5,359.7%
WAB vs PFG
+1,015.3%
+4,344.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.4% |
| 7D | -3.2% | +5.5% | -8.7% | -5.5% |
| 30D | -4.4% | +2.4% | -6.8% | -5.5% |
| 3M | +7.9% | +13.6% | -5.7% | +1.7% |
| 6M | +8.7% | +27.9% | -19.2% | -2.4% |
| YTD | +33.0% | +35.6% | -2.6% | +16.2% |
| 1Y | +46.7% | +48.5% | -1.8% | +23.2% |
| 3Y | +153.0% | +66.9% | +86.1% | +101.4% |
| 5Y | +222.3% | +111.0% | +111.3% | +131.3% |
| 10Y | +291.0% | +244.5% | +46.5% | +124.6% |
| All | +5,359.7% | +1,015.3% | +4,344.4% | +1,704.1% |
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