-21.9%
WU vs PFG
+301.0%
-322.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.5% |
| 7D | -0.8% | +5.5% | -6.4% | -2.6% |
| 30D | -1.1% | +2.4% | -3.5% | -1.9% |
| 3M | -3.9% | +13.6% | -17.4% | -7.9% |
| 6M | -20.7% | +27.9% | -48.5% | -27.0% |
| YTD | -18.4% | +35.6% | -53.9% | -26.4% |
| 1Y | -8.1% | +48.5% | -56.5% | -19.6% |
| 3Y | -24.2% | +66.9% | -91.0% | -36.8% |
| 5Y | -50.4% | +111.0% | -161.4% | -62.0% |
| 10Y | -40.0% | +244.5% | -284.5% | -62.7% |
| All | -21.9% | +301.0% | -322.9% | -63.3% |
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