Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WCC vs PFG✓SelectedUSD · PFGWCC vs PFG performance historyLatest closeAs of+2.48%09/08
Stock and ETF performance explorer

WCC vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+231.6%
PFG return
+110.7%
Excess return
+120.9%
Maximum drawdown
-37.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
1D+2.5%-1.4%+3.9%+3.6%
7D+8.5%+6.0%+2.5%+2.9%
30D-1.0%+2.2%-3.2%-3.3%
3M+2.1%+10.4%-8.3%-7.4%
6M+36.8%+27.8%+9.0%+8.9%
YTD+47.7%+33.6%+14.1%+12.9%
1Y+66.5%+49.3%+17.2%+15.1%
3Y+134.2%+69.7%+64.4%+44.2%
5Y+231.6%+111.3%+120.3%+67.3%
All+231.6%+110.7%+120.9%+67.3%

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