+93.3%
GWW vs PFGC
+82.6%
+10.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +3.6% | +3.4% | +0.1% | +2.6% |
| 30D | +12.1% | +16.9% | -4.8% | +7.4% |
| 3M | +12.9% | +6.4% | +6.5% | +10.7% |
| 6M | +19.3% | +16.0% | +3.3% | +13.9% |
| YTD | +48.7% | +23.6% | +25.1% | +38.0% |
| 1Y | +60.5% | +16.6% | +43.9% | +51.8% |
| 3Y | +93.3% | +82.3% | +11.0% | +57.1% |
| All | +93.3% | +82.6% | +10.7% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling