-51.0%
WU vs PFG
+108.9%
-159.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -5.0% | -3.0% | -2.0% | -3.7% |
| 30D | -2.3% | +2.5% | -4.8% | -3.4% |
| 3M | -3.2% | +6.1% | -9.3% | -5.9% |
| 6M | -25.0% | +31.3% | -56.3% | -33.8% |
| YTD | -21.7% | +33.6% | -55.2% | -31.6% |
| 1Y | -9.0% | +48.5% | -57.5% | -24.3% |
| 3Y | -28.9% | +69.6% | -98.5% | -45.6% |
| 5Y | -51.0% | +111.5% | -162.5% | -68.2% |
| All | -51.0% | +108.9% | -159.9% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling