+7.0%
WMT vs PFG
+51.4%
-44.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.1% |
| 7D | +3.9% | +5.5% | -1.6% | +3.5% |
| 30D | -4.4% | +2.4% | -6.8% | -4.7% |
| 3M | -8.8% | +13.6% | -22.4% | -9.0% |
| 6M | -15.6% | +27.9% | -43.5% | -16.0% |
| YTD | -3.2% | +35.6% | -38.8% | -3.7% |
| 1Y | +7.0% | +48.5% | -41.4% | +5.3% |
| All | +7.0% | +51.4% | -44.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling