+192.5%
WWD vs PFG
+110.7%
+81.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | +0.8% | +6.0% | -5.2% | -2.2% |
| 30D | -6.4% | +2.2% | -8.6% | -7.6% |
| 3M | -5.6% | +10.4% | -16.0% | -10.8% |
| 6M | -9.1% | +27.8% | -36.9% | -20.3% |
| YTD | +12.5% | +33.6% | -21.1% | -3.8% |
| 1Y | +41.3% | +49.3% | -8.0% | +13.7% |
| 3Y | +170.2% | +69.7% | +100.5% | +100.0% |
| 5Y | +192.5% | +111.3% | +81.1% | +91.4% |
| All | +192.5% | +110.7% | +81.8% | +91.4% |
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