+1,322.2%
WM vs PFG
+1,015.3%
+306.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -0.3% | +5.5% | -5.8% | -1.5% |
| 30D | -2.4% | +2.4% | -4.7% | -2.9% |
| 3M | +0.4% | +13.6% | -13.2% | -2.4% |
| 6M | -9.5% | +27.9% | -37.4% | -14.4% |
| YTD | +0.5% | +35.6% | -35.1% | -6.3% |
| 1Y | -1.1% | +48.5% | -49.6% | -9.8% |
| 3Y | +46.0% | +66.9% | -20.8% | +28.3% |
| 5Y | +51.8% | +111.0% | -59.1% | +24.7% |
| 10Y | +307.5% | +244.5% | +63.0% | +186.5% |
| All | +1,322.2% | +1,015.3% | +306.9% | +587.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling