+442.5%
WCC vs PFG
+189.4%
+253.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +4.2% |
| 7D | +3.3% | -2.2% | +5.6% | +5.4% |
| 30D | -9.4% | +6.4% | -15.8% | -13.9% |
| 3M | -10.5% | +2.2% | -12.7% | -13.0% |
| 6M | -10.4% | +16.3% | -26.7% | -22.2% |
| YTD | +34.4% | +33.2% | +1.2% | +4.5% |
| 1Y | +27.7% | +40.6% | -12.9% | -4.9% |
| 3Y | +137.9% | +83.3% | +54.6% | +43.3% |
| 5Y | +147.0% | +97.7% | +49.3% | +39.6% |
| 10Y | +442.5% | +189.9% | +252.6% | +109.7% |
| All | +442.5% | +189.4% | +253.1% | +109.7% |
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