+167.9%
WAT vs PFG
+239.8%
-71.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -1.8% | +3.2% | -5.0% | -3.1% |
| 30D | -1.7% | +0.9% | -2.6% | -2.2% |
| 3M | +9.1% | +7.7% | +1.4% | +5.5% |
| 6M | +32.4% | +29.0% | +3.5% | +19.6% |
| YTD | +6.6% | +32.5% | -25.9% | -4.8% |
| 1Y | +34.7% | +47.3% | -12.6% | +15.2% |
| 3Y | +53.6% | +68.2% | -14.6% | +24.5% |
| 5Y | -4.1% | +108.5% | -112.6% | -28.9% |
| 10Y | +167.9% | +241.4% | -73.5% | +49.9% |
| All | +167.9% | +239.8% | -71.9% | +49.9% |
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