+822.0%
WDC vs PFG
+84.5%
+737.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.5% | +8.9% |
| 7D | -3.2% | -2.2% | -1.0% | -1.9% |
| 30D | -19.0% | +6.4% | -25.4% | -21.1% |
| 3M | -28.4% | +2.2% | -30.7% | -29.4% |
| 6M | -39.2% | +16.3% | -55.5% | -45.3% |
| YTD | +82.1% | +33.2% | +48.8% | +50.1% |
| 1Y | +84.7% | +40.6% | +44.0% | +47.3% |
| All | +822.0% | +84.5% | +737.5% | +537.8% |
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