+495.3%
WWD vs PFG
+239.8%
+255.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | +0.6% | +3.2% | -2.6% | -1.6% |
| 30D | -5.1% | +0.9% | -6.0% | -5.9% |
| 3M | -11.2% | +7.7% | -19.0% | -16.2% |
| 6M | -12.0% | +29.0% | -41.0% | -26.2% |
| YTD | +12.0% | +32.5% | -20.5% | -8.1% |
| 1Y | +42.8% | +47.3% | -4.5% | +8.5% |
| 3Y | +168.9% | +68.2% | +100.7% | +81.7% |
| 5Y | +192.2% | +108.5% | +83.7% | +62.2% |
| 10Y | +495.3% | +241.4% | +253.9% | +94.9% |
| All | +495.3% | +239.8% | +255.5% | +94.9% |
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