+534.2%
WCC vs PFG
+239.8%
+294.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.6% |
| 7D | +6.8% | +3.2% | +3.6% | +3.8% |
| 30D | -3.0% | +0.9% | -4.0% | -4.2% |
| 3M | +0.2% | +7.7% | -7.5% | -6.8% |
| 6M | +33.2% | +29.0% | +4.2% | +7.1% |
| YTD | +45.8% | +32.5% | +13.4% | +14.5% |
| 1Y | +68.4% | +47.3% | +21.1% | +21.1% |
| 3Y | +131.1% | +68.2% | +62.9% | +49.9% |
| 5Y | +225.6% | +108.5% | +117.1% | +77.2% |
| 10Y | +534.2% | +241.4% | +292.8% | +116.0% |
| All | +534.2% | +239.8% | +294.4% | +116.0% |
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