+228.3%
WAT vs PFG
+184.0%
+44.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.6% | +2.4% | -1.8% | -0.3% |
| 30D | +5.4% | +5.9% | -0.4% | +3.2% |
| 3M | +11.3% | -0.4% | +11.8% | +11.2% |
| 6M | +37.4% | +14.8% | +22.6% | +29.4% |
| YTD | +21.2% | +31.9% | -10.7% | +8.3% |
| 1Y | +21.3% | +38.8% | -17.5% | +6.3% |
| 3Y | +83.4% | +82.4% | +1.0% | +44.4% |
| 5Y | +29.0% | +94.7% | -65.7% | -2.0% |
| All | +228.3% | +184.0% | +44.4% | +105.0% |
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 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