+21.1%
WST vs PFG
+72.1%
-51.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | +9.1% | +2.0% | +7.1% | +8.6% |
| 3M | +14.7% | -3.2% | +17.9% | +15.4% |
| 6M | +28.0% | +10.9% | +17.1% | +24.2% |
| YTD | +45.6% | +28.8% | +16.8% | +35.7% |
| 1Y | +45.7% | +39.2% | +6.5% | +33.3% |
| 3Y | +21.1% | +75.0% | -54.0% | +5.1% |
| All | +21.1% | +72.1% | -51.0% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling