+16.9%
WCN vs PFG
+37.6%
-20.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.6% | +2.4% | +0.2% | +2.1% |
| 30D | +23.9% | +5.9% | +18.1% | +22.6% |
| 3M | +17.4% | -0.4% | +17.9% | +17.1% |
| 6M | +28.0% | +14.8% | +13.2% | +24.2% |
| YTD | +11.6% | +31.9% | -20.4% | +4.4% |
| 1Y | +16.9% | +38.8% | -21.9% | +8.7% |
| All | +16.9% | +37.6% | -20.7% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling