+4,571.5%
WWD vs PFG
+996.3%
+3,575.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.9% |
| 7D | +3.7% | -2.2% | +6.0% | +4.9% |
| 30D | +1.8% | +6.4% | -4.6% | -1.3% |
| 3M | -5.0% | +2.2% | -7.2% | -6.4% |
| 6M | -8.4% | +16.3% | -24.7% | -15.7% |
| YTD | +12.3% | +33.2% | -21.0% | -3.5% |
| 1Y | +26.2% | +40.6% | -14.4% | +5.5% |
| 3Y | +154.6% | +83.3% | +71.2% | +83.9% |
| 5Y | +195.3% | +97.7% | +97.5% | +102.0% |
| 10Y | +466.3% | +189.9% | +276.4% | +216.6% |
| All | +4,571.5% | +996.3% | +3,575.3% | +1,347.0% |
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