+353.0%
PFGC vs WCC
+453.1%
-100.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.2% |
| 7D | +1.5% | +3.3% | -1.8% | -0.3% |
| 30D | +17.4% | -9.4% | +26.8% | +20.2% |
| 3M | -2.4% | -10.5% | +8.1% | -0.4% |
| 6M | +18.2% | -10.4% | +28.6% | +18.1% |
| YTD | +23.7% | +34.4% | -10.7% | +0.4% |
| 1Y | +15.0% | +27.7% | -12.7% | -4.7% |
| 3Y | +82.3% | +137.9% | -55.6% | -1.4% |
| 5Y | +131.9% | +147.0% | -15.1% | +10.5% |
| 10Y | +353.0% | +442.5% | -89.5% | -9.3% |
| All | +353.0% | +453.1% | -100.1% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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