+99.4%
WMT vs PFG
+67.4%
+32.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -0.2% | +3.2% | -3.5% | -0.9% |
| 30D | -5.8% | +0.9% | -6.8% | -6.0% |
| 3M | -10.8% | +7.7% | -18.5% | -12.1% |
| 6M | -14.3% | +29.0% | -43.3% | -18.6% |
| YTD | -4.4% | +32.5% | -36.9% | -10.0% |
| 1Y | +4.3% | +47.3% | -43.0% | -4.4% |
| All | +99.4% | +67.4% | +32.0% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling