+266.3%
WPM vs PFG
+109.8%
+156.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +3.9% | +3.2% | +0.7% | +3.2% |
| 30D | +17.7% | +0.9% | +16.7% | +17.4% |
| 3M | +39.4% | +7.7% | +31.7% | +37.0% |
| 6M | +6.4% | +29.0% | -22.5% | +0.7% |
| YTD | +34.0% | +32.5% | +1.5% | +26.2% |
| 1Y | +50.5% | +47.3% | +3.2% | +38.9% |
| 3Y | +280.3% | +68.2% | +212.1% | +236.9% |
| 5Y | +266.3% | +108.5% | +157.9% | +220.0% |
| All | +266.3% | +109.8% | +156.5% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling