+695.1%
WDC vs PFG
+189.4%
+505.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.5% | +9.1% |
| 7D | -3.2% | -2.2% | -1.0% | -1.3% |
| 30D | -19.0% | +6.4% | -25.4% | -22.1% |
| 3M | -28.4% | +2.2% | -30.7% | -29.9% |
| 6M | -39.2% | +16.3% | -55.5% | -46.5% |
| YTD | +82.1% | +33.2% | +48.8% | +45.8% |
| 1Y | +84.7% | +40.6% | +44.0% | +42.2% |
| 3Y | +825.6% | +83.3% | +742.3% | +481.5% |
| 5Y | +608.2% | +97.7% | +510.4% | +313.0% |
| 10Y | +695.1% | +189.9% | +505.3% | +233.6% |
| All | +695.1% | +189.4% | +505.8% | +233.6% |
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