-24.1%
WU vs PFG
+290.2%
-314.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.8% |
| 30D | +11.4% | +5.9% | +5.5% | +9.3% |
| 3M | -6.8% | -0.4% | -6.4% | -6.9% |
| 6M | -14.6% | +14.8% | -29.5% | -18.7% |
| YTD | -20.6% | +31.9% | -52.6% | -27.9% |
| 1Y | -15.4% | +38.8% | -54.2% | -24.4% |
| 3Y | -23.6% | +82.4% | -106.0% | -38.1% |
| 5Y | -43.4% | +94.7% | -138.1% | -55.5% |
| 10Y | -38.8% | +187.0% | -225.8% | -59.8% |
| All | -24.1% | +290.2% | -314.3% | -64.1% |
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