+142.2%
WCC vs PFG
+92.7%
+49.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.1% |
| 7D | +9.9% | +2.4% | +7.6% | +7.9% |
| 30D | -8.4% | +5.9% | -14.3% | -12.9% |
| 3M | -10.3% | -0.4% | -9.9% | -10.9% |
| 6M | -10.5% | +14.8% | -25.3% | -22.4% |
| YTD | +32.2% | +31.9% | +0.3% | +1.1% |
| 1Y | +25.5% | +38.8% | -13.3% | -8.2% |
| 3Y | +134.7% | +82.4% | +52.3% | +33.8% |
| All | +142.2% | +92.7% | +49.5% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling