+5,928.6%
WPM vs PFG
+417.0%
+5,511.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.8% |
| 7D | +1.1% | +5.5% | -4.5% | +0.1% |
| 30D | +26.4% | +2.4% | +24.0% | +25.7% |
| 3M | +20.8% | +13.6% | +7.3% | +17.7% |
| 6M | +1.1% | +27.9% | -26.8% | -3.6% |
| YTD | +32.5% | +35.6% | -3.1% | +24.8% |
| 1Y | +51.5% | +48.5% | +3.1% | +40.2% |
| 3Y | +267.0% | +66.9% | +200.2% | +229.0% |
| 5Y | +250.1% | +111.0% | +139.2% | +196.5% |
| 10Y | +540.4% | +244.5% | +295.9% | +358.1% |
| All | +5,928.6% | +417.0% | +5,511.6% | +2,876.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling