+6,617.5%
WCC vs PFG
+1,015.3%
+5,602.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.6% |
| 7D | +4.5% | +5.5% | -1.1% | +1.5% |
| 30D | -5.8% | +2.4% | -8.2% | -7.1% |
| 3M | -3.7% | +13.6% | -17.2% | -10.2% |
| 6M | +23.1% | +27.9% | -4.8% | +8.2% |
| YTD | +44.2% | +35.6% | +8.6% | +23.1% |
| 1Y | +62.1% | +48.5% | +13.6% | +32.2% |
| 3Y | +121.1% | +66.9% | +54.2% | +72.1% |
| 5Y | +214.0% | +111.0% | +103.0% | +120.6% |
| 10Y | +472.8% | +244.5% | +228.3% | +224.4% |
| All | +6,617.5% | +1,015.3% | +5,602.3% | +2,083.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling