+441.2%
WWD vs PFG
+182.5%
+258.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.0% |
| 7D | +8.2% | +0.1% | +8.0% | +8.0% |
| 30D | -0.2% | +5.0% | -5.1% | -3.4% |
| 3M | -8.4% | +0.1% | -8.5% | -9.0% |
| 6M | -9.5% | +13.8% | -23.3% | -18.0% |
| YTD | +10.1% | +31.2% | -21.2% | -9.5% |
| 1Y | +21.6% | +37.1% | -15.5% | -3.2% |
| 3Y | +149.6% | +80.6% | +69.0% | +60.1% |
| 5Y | +191.3% | +93.7% | +97.6% | +70.4% |
| All | +441.2% | +182.5% | +258.7% | +101.0% |
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