+525.4%
WPM vs PFG
+251.1%
+274.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.0% |
| 7D | -0.6% | -0.4% | -0.1% | -0.5% |
| 30D | +14.4% | +2.9% | +11.5% | +14.1% |
| 3M | +37.0% | +6.7% | +30.3% | +36.0% |
| 6M | +4.1% | +33.8% | -29.6% | +1.1% |
| YTD | +31.7% | +35.0% | -3.2% | +27.8% |
| 1Y | +44.2% | +46.4% | -2.2% | +38.8% |
| 3Y | +265.5% | +71.7% | +193.8% | +245.6% |
| 5Y | +262.5% | +113.7% | +148.8% | +238.8% |
| All | +525.4% | +251.1% | +274.3% | +409.3% |
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 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