+24.2%
WST vs PFG
+82.7%
-58.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +4.2% | +2.4% | +1.8% | +3.6% |
| 30D | +11.2% | +5.9% | +5.4% | +9.8% |
| 3M | +20.4% | -0.4% | +20.8% | +20.4% |
| 6M | +37.9% | +14.8% | +23.0% | +32.7% |
| YTD | +51.8% | +31.9% | +19.9% | +40.6% |
| 1Y | +56.6% | +38.8% | +17.8% | +43.4% |
| 3Y | +24.2% | +82.4% | -58.2% | +5.9% |
| All | +24.2% | +82.7% | -58.4% | +5.9% |
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