+608.2%
WDC vs PFG
+99.5%
+508.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.5% | +9.0% |
| 7D | -3.2% | -2.2% | -1.0% | -1.5% |
| 30D | -19.0% | +6.4% | -25.4% | -21.7% |
| 3M | -28.4% | +2.2% | -30.7% | -29.7% |
| 6M | -39.2% | +16.3% | -55.5% | -46.0% |
| YTD | +82.1% | +33.2% | +48.8% | +47.5% |
| 1Y | +84.7% | +40.6% | +44.0% | +44.2% |
| 3Y | +825.6% | +83.3% | +742.3% | +492.0% |
| 5Y | +608.2% | +97.7% | +510.4% | +315.6% |
| All | +608.2% | +99.5% | +508.6% | +315.6% |
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 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