+428.1%
WMT vs PFG
+251.1%
+177.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | -7.4% | +2.9% | -10.3% | -7.8% |
| 3M | -10.9% | +6.7% | -17.6% | -11.8% |
| 6M | -12.7% | +33.8% | -46.4% | -16.6% |
| YTD | -3.2% | +35.0% | -38.2% | -7.8% |
| 1Y | +5.3% | +46.4% | -41.1% | -1.2% |
| 3Y | +101.9% | +71.6% | +30.2% | +83.9% |
| 5Y | +134.6% | +113.7% | +20.9% | +105.1% |
| All | +428.1% | +251.1% | +177.0% | +316.9% |
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