+108.7%
PFGC vs WCN
+27.0%
+81.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -3.7% | -1.7% | -2.0% | -3.1% |
| 30D | -16.0% | -3.0% | -13.0% | -15.1% |
| 3M | -4.1% | +2.5% | -6.7% | -5.0% |
| 6M | +8.7% | -5.7% | +14.4% | +10.8% |
| YTD | +6.4% | -7.4% | +13.8% | +8.7% |
| 1Y | -8.4% | -8.6% | +0.2% | -5.9% |
| 3Y | +61.8% | +19.4% | +42.4% | +41.2% |
| 5Y | +108.7% | +27.2% | +81.5% | +71.8% |
| All | +108.7% | +27.0% | +81.7% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling