+3,307.7%
WCN vs PFG
+1,015.3%
+2,292.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.9% |
| 7D | -0.6% | +5.5% | -6.2% | -1.8% |
| 30D | +0.4% | +2.4% | -1.9% | -0.1% |
| 3M | +7.3% | +13.6% | -6.3% | +4.4% |
| 6M | -2.5% | +27.9% | -30.4% | -7.5% |
| YTD | -5.4% | +35.6% | -40.9% | -11.4% |
| 1Y | -8.5% | +48.5% | -56.9% | -16.0% |
| 3Y | +20.8% | +66.9% | -46.1% | +7.2% |
| 5Y | +30.0% | +111.0% | -80.9% | +8.5% |
| 10Y | +238.4% | +244.5% | -6.1% | +142.9% |
| All | +3,307.7% | +1,015.3% | +2,292.4% | +1,575.2% |
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