-21.6%
WY vs PFG
+108.9%
-130.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | -3.7% | -3.0% | -0.7% | -2.3% |
| 30D | -11.3% | +2.5% | -13.8% | -12.6% |
| 3M | -8.1% | +6.1% | -14.2% | -11.3% |
| 6M | -7.4% | +31.3% | -38.7% | -19.8% |
| YTD | -4.7% | +33.6% | -38.3% | -18.6% |
| 1Y | -9.2% | +48.5% | -57.7% | -26.9% |
| 3Y | -24.7% | +69.6% | -94.3% | -44.4% |
| 5Y | -21.6% | +111.5% | -133.0% | -48.0% |
| All | -21.6% | +108.9% | -130.5% | -48.0% |
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 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