+1,181.5%
WAT vs PFG
+1,003.0%
+178.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +3.1% |
| 7D | +6.0% | +2.3% | +3.8% | +5.4% |
| 30D | +9.9% | +7.6% | +2.3% | +7.8% |
| 3M | +17.2% | +2.5% | +14.6% | +16.2% |
| 6M | +34.2% | +16.6% | +17.6% | +28.3% |
| YTD | +25.5% | +34.1% | -8.6% | +15.7% |
| 1Y | +28.3% | +44.1% | -15.8% | +15.9% |
| 3Y | +88.4% | +86.3% | +2.1% | +58.8% |
| 5Y | +36.1% | +101.6% | -65.4% | +11.6% |
| 10Y | +234.8% | +197.9% | +36.9% | +136.2% |
| All | +1,181.5% | +1,003.0% | +178.5% | +489.3% |
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