+7,354.6%
WST vs PFG
+1,015.3%
+6,339.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +0.7% | +5.5% | -4.8% | -0.6% |
| 30D | -3.1% | +2.4% | -5.5% | -3.8% |
| 3M | +7.2% | +13.6% | -6.4% | +3.8% |
| 6M | +36.8% | +27.9% | +8.9% | +28.8% |
| YTD | +23.8% | +35.6% | -11.7% | +15.0% |
| 1Y | +37.8% | +48.5% | -10.7% | +25.1% |
| 3Y | -15.9% | +66.9% | -82.8% | -26.6% |
| 5Y | -25.8% | +111.0% | -136.8% | -39.2% |
| 10Y | +319.6% | +244.5% | +75.1% | +188.6% |
| All | +7,354.6% | +1,015.3% | +6,339.3% | +3,390.0% |
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 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