-22.5%
WY vs PFG
+67.4%
-89.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -1.7% | +3.2% | -4.9% | -3.2% |
| 30D | -9.9% | +0.9% | -10.8% | -10.4% |
| 3M | -7.5% | +7.7% | -15.2% | -11.2% |
| 6M | -5.1% | +29.0% | -34.1% | -16.7% |
| YTD | -2.1% | +32.5% | -34.6% | -15.7% |
| 1Y | -7.3% | +47.3% | -54.7% | -25.0% |
| All | -22.5% | +67.4% | -89.9% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling