+1,000.5%
WAT vs PFG
+1,015.3%
-14.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.3% | +5.5% | -6.8% | -2.8% |
| 30D | +2.3% | +2.4% | 0.0% | +1.6% |
| 3M | +8.7% | +13.6% | -4.8% | +4.8% |
| 6M | +28.3% | +27.9% | +0.4% | +19.9% |
| YTD | +7.8% | +35.6% | -27.8% | -0.9% |
| 1Y | +36.6% | +48.5% | -11.9% | +22.4% |
| 3Y | +45.7% | +66.9% | -21.2% | +26.4% |
| 5Y | -3.3% | +111.0% | -114.3% | -21.7% |
| 10Y | +162.1% | +244.5% | -82.4% | +78.8% |
| All | +1,000.5% | +1,015.3% | -14.8% | +404.9% |
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 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