-40.4%
WU vs PFG
+251.1%
-291.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.2% |
| 7D | -3.5% | -0.4% | -3.0% | -3.3% |
| 30D | -2.9% | +2.9% | -5.8% | -4.1% |
| 3M | -2.3% | +6.7% | -9.0% | -4.9% |
| 6M | -25.4% | +33.8% | -59.1% | -33.8% |
| YTD | -21.2% | +35.0% | -56.2% | -30.5% |
| 1Y | -8.9% | +46.4% | -55.3% | -22.3% |
| 3Y | -29.0% | +71.6% | -100.6% | -44.0% |
| 5Y | -50.7% | +113.7% | -164.4% | -64.8% |
| All | -40.4% | +251.1% | -291.4% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling