+1,330.5%
WDC vs PFG
+70.7%
+1,259.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.6% |
| 7D | +1.7% | +5.5% | -3.8% | -1.0% |
| 30D | -10.0% | +2.4% | -12.3% | -11.1% |
| 3M | -18.8% | +13.6% | -32.3% | -25.0% |
| 6M | +79.0% | +27.9% | +51.1% | +53.4% |
| YTD | +171.6% | +35.6% | +136.0% | +124.9% |
| 1Y | +417.4% | +48.5% | +368.9% | +305.2% |
| All | +1,330.5% | +70.7% | +1,259.8% | +1,005.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling