+630.4%
GWW vs PFGC
+419.1%
+211.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.4% | -2.2% | +3.6% | +1.8% |
| 30D | +3.3% | -11.9% | +15.2% | +5.6% |
| 3M | +2.9% | +5.0% | -2.1% | +1.8% |
| 6M | +15.8% | +8.6% | +7.2% | +13.7% |
| YTD | +32.0% | +9.7% | +22.3% | +29.0% |
| 1Y | +29.9% | -6.3% | +36.2% | +30.5% |
| 3Y | +91.1% | +58.2% | +32.9% | +73.6% |
| 5Y | +223.9% | +110.4% | +113.5% | +175.2% |
| 10Y | +567.0% | +272.8% | +294.3% | +413.0% |
| All | +630.4% | +419.1% | +211.3% | +417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling