+330.3%
WM vs PFG
+184.0%
+146.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +3.2% | +2.4% | +0.8% | +2.6% |
| 30D | +13.0% | +5.9% | +7.2% | +11.4% |
| 3M | +9.2% | -0.4% | +9.7% | +9.1% |
| 6M | +13.6% | +14.8% | -1.2% | +9.5% |
| YTD | +12.4% | +31.9% | -19.5% | +4.2% |
| 1Y | +21.2% | +38.8% | -17.6% | +10.9% |
| 3Y | +48.7% | +82.4% | -33.7% | +24.6% |
| 5Y | +61.9% | +94.7% | -32.8% | +30.1% |
| All | +330.3% | +184.0% | +146.4% | +193.3% |
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