+33.8%
WST vs PFG
+48.9%
-15.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.4% |
| 7D | -0.3% | +6.0% | -6.3% | -1.5% |
| 30D | -4.6% | +2.2% | -6.8% | -5.1% |
| 3M | +5.7% | +10.4% | -4.7% | +2.7% |
| 6M | +37.6% | +27.8% | +9.8% | +26.4% |
| YTD | +23.0% | +33.6% | -10.6% | +11.6% |
| 1Y | +33.8% | +49.3% | -15.5% | +20.1% |
| All | +33.8% | +48.9% | -15.1% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling