+47.9%
WCN vs PFG
+95.0%
-47.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +26.4% | +5.0% | +21.5% | +25.2% |
| 3M | +17.5% | +0.1% | +17.5% | +17.4% |
| 6M | +28.7% | +13.8% | +15.0% | +25.1% |
| YTD | +11.5% | +31.2% | -19.7% | +5.0% |
| 1Y | +15.9% | +37.1% | -21.2% | +8.1% |
| 3Y | +51.6% | +80.6% | -29.0% | +31.4% |
| 5Y | +47.9% | +93.7% | -45.8% | +22.3% |
| All | +47.9% | +95.0% | -47.0% | +22.3% |
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