+336.4%
WM vs PFG
+195.7%
+140.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +13.1% | +2.0% | +11.1% | +12.5% |
| 3M | +3.6% | -3.2% | +6.8% | +4.3% |
| 6M | +8.1% | +10.9% | -2.8% | +5.0% |
| YTD | +8.9% | +28.8% | -19.9% | +1.6% |
| 1Y | +20.3% | +39.2% | -18.8% | +10.0% |
| 3Y | +46.2% | +75.0% | -28.9% | +23.9% |
| 5Y | +59.9% | +91.9% | -32.0% | +28.9% |
| All | +336.4% | +195.7% | +140.7% | +199.6% |
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