+298.1%
PFGC vs WCC
+506.2%
-208.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -3.7% | +6.8% | -10.5% | -6.6% |
| 30D | -16.0% | -3.0% | -12.9% | -15.2% |
| 3M | -4.1% | +0.2% | -4.3% | -6.3% |
| 6M | +8.7% | +33.2% | -24.5% | -8.1% |
| YTD | +6.4% | +45.8% | -39.5% | -14.4% |
| 1Y | -8.4% | +68.4% | -76.8% | -32.2% |
| 3Y | +61.8% | +131.1% | -69.4% | -8.1% |
| 5Y | +108.7% | +225.6% | -116.9% | -11.9% |
| 10Y | +298.1% | +534.2% | -236.0% | -26.1% |
| All | +298.1% | +506.2% | -208.1% | -26.1% |
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