+1,473.8%
WM vs PFG
+978.4%
+495.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.0% |
| 7D | +4.5% | -0.7% | +5.2% | +4.6% |
| 30D | +16.1% | +2.8% | +13.2% | +15.3% |
| 3M | +8.0% | -1.0% | +9.1% | +8.1% |
| 6M | +8.4% | +13.6% | -5.2% | +5.2% |
| YTD | +11.2% | +31.1% | -19.9% | +4.3% |
| 1Y | +22.3% | +43.8% | -21.5% | +12.4% |
| 3Y | +50.2% | +75.0% | -24.8% | +30.7% |
| 5Y | +63.3% | +95.2% | -32.0% | +36.4% |
| 10Y | +355.0% | +207.5% | +147.5% | +227.5% |
| All | +1,473.8% | +978.4% | +495.4% | +665.3% |
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 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