-23.6%
WU vs PFG
+82.7%
-106.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.9% |
| 30D | +11.4% | +5.9% | +5.5% | +8.8% |
| 3M | -6.8% | -0.4% | -6.4% | -7.0% |
| 6M | -14.6% | +14.8% | -29.5% | -19.6% |
| YTD | -20.6% | +31.9% | -52.6% | -29.8% |
| 1Y | -15.4% | +38.8% | -54.2% | -26.8% |
| 3Y | -23.6% | +82.4% | -106.0% | -38.2% |
| All | -23.6% | +82.7% | -106.3% | -38.2% |
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