+234.7%
WCN vs PFG
+251.1%
-16.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -3.4% | +2.9% | -6.3% | -4.0% |
| 3M | +3.0% | +6.7% | -3.7% | +1.3% |
| 6M | -3.8% | +33.8% | -37.5% | -10.1% |
| YTD | -8.3% | +35.0% | -43.3% | -14.6% |
| 1Y | -9.7% | +46.4% | -56.2% | -17.6% |
| 3Y | +17.2% | +71.7% | -54.5% | +1.9% |
| 5Y | +25.3% | +113.7% | -88.4% | +1.8% |
| All | +234.7% | +251.1% | -16.4% | +122.8% |
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