+711.3%
WPM vs PFG
+184.0%
+527.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -3.6% | +2.4% | -5.9% | -3.8% |
| 30D | +1.4% | +5.9% | -4.4% | +0.9% |
| 3M | -0.2% | -0.4% | +0.3% | -0.2% |
| 6M | -7.3% | +14.8% | -22.2% | -8.7% |
| YTD | +12.3% | +31.9% | -19.6% | +9.2% |
| 1Y | +24.9% | +38.8% | -13.9% | +20.8% |
| 3Y | +210.4% | +82.4% | +128.0% | +191.7% |
| 5Y | +210.4% | +94.7% | +115.7% | +191.0% |
| All | +711.3% | +184.0% | +527.3% | +657.0% |
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