+4,677.4%
WWD vs PFG
+1,015.3%
+3,662.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | +1.3% | +5.5% | -4.2% | -1.5% |
| 30D | -7.2% | +2.4% | -9.5% | -8.4% |
| 3M | -3.8% | +13.6% | -17.4% | -10.2% |
| 6M | -9.9% | +27.9% | -37.8% | -20.6% |
| YTD | +14.8% | +35.6% | -20.7% | -1.9% |
| 1Y | +42.1% | +48.5% | -6.4% | +15.6% |
| 3Y | +170.8% | +66.9% | +103.9% | +105.2% |
| 5Y | +197.5% | +111.0% | +86.6% | +97.2% |
| 10Y | +477.8% | +244.5% | +233.3% | +199.6% |
| All | +4,677.4% | +1,015.3% | +3,662.1% | +1,371.0% |
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 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