+11.4%
WBD vs PFG
+251.1%
-239.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | +1.4% | +2.9% | -1.5% | -0.5% |
| 3M | +4.4% | +6.7% | -2.3% | -0.2% |
| 6M | +0.8% | +33.8% | -32.9% | -16.1% |
| YTD | -2.7% | +35.0% | -37.7% | -20.0% |
| 1Y | +73.4% | +46.4% | +27.0% | +35.8% |
| 3Y | +142.1% | +71.6% | +70.5% | +75.2% |
| 5Y | +7.2% | +113.7% | -106.5% | -30.9% |
| All | +11.4% | +251.1% | -239.7% | -43.7% |
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