+561.8%
GWW vs PFGC
+292.9%
+268.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -3.4% | -4.8% | +1.4% | -2.5% |
| 30D | -1.9% | -12.5% | +10.6% | +0.5% |
| 3M | -2.4% | -9.7% | +7.3% | -0.7% |
| 6M | +15.7% | +7.0% | +8.7% | +14.0% |
| YTD | +27.6% | +4.5% | +23.1% | +25.7% |
| 1Y | +27.2% | -11.6% | +38.8% | +29.2% |
| 3Y | +89.7% | +58.5% | +31.2% | +72.2% |
| 5Y | +223.9% | +112.6% | +111.3% | +174.5% |
| All | +561.8% | +292.9% | +268.9% | +430.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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