+4.7%
WY vs PFG
+251.1%
-246.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | -4.2% | -0.4% | -3.7% | -3.9% |
| 30D | -10.1% | +2.9% | -13.0% | -12.0% |
| 3M | -8.5% | +6.7% | -15.2% | -12.7% |
| 6M | -3.3% | +33.8% | -37.1% | -19.9% |
| YTD | -4.4% | +35.0% | -39.4% | -21.7% |
| 1Y | -11.5% | +46.4% | -57.9% | -31.5% |
| 3Y | -24.3% | +71.6% | -96.0% | -48.1% |
| 5Y | -21.3% | +113.7% | -135.0% | -54.9% |
| All | +4.7% | +251.1% | -246.3% | -63.7% |
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