+160.0%
WY vs PFG
+985.4%
-825.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.8% |
| 30D | +10.1% | +5.9% | +4.2% | +7.5% |
| 3M | -15.4% | -0.4% | -14.9% | -15.5% |
| 6M | -8.3% | +14.8% | -23.1% | -14.0% |
| YTD | -9.8% | +31.9% | -41.7% | -20.5% |
| 1Y | -3.9% | +38.8% | -42.7% | -17.1% |
| 3Y | -23.3% | +82.4% | -105.7% | -41.5% |
| 5Y | -31.2% | +94.7% | -125.9% | -49.6% |
| 10Y | +5.5% | +187.0% | -181.5% | -35.6% |
| All | +160.0% | +985.4% | -825.4% | -21.4% |
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