+330.8%
WM vs PFG
+182.5%
+148.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +15.2% | +5.0% | +10.3% | +13.8% |
| 3M | +8.3% | +0.1% | +8.3% | +8.1% |
| 6M | +13.1% | +13.8% | -0.6% | +9.2% |
| YTD | +12.5% | +31.2% | -18.7% | +4.5% |
| 1Y | +21.8% | +37.1% | -15.3% | +11.7% |
| 3Y | +48.8% | +80.6% | -31.8% | +25.0% |
| 5Y | +62.1% | +93.7% | -31.6% | +30.4% |
| All | +330.8% | +182.5% | +148.3% | +194.0% |
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