+285.5%
PFGC vs WSM
+1,071.8%
-786.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | -12.5% | -7.7% | -4.8% | -9.6% |
| 3M | -9.7% | +3.8% | -13.5% | -11.4% |
| 6M | +7.0% | +22.7% | -15.7% | -2.6% |
| YTD | +4.5% | +28.0% | -23.5% | -7.2% |
| 1Y | -11.6% | +12.7% | -24.3% | -17.6% |
| 3Y | +58.5% | +231.3% | -172.8% | -21.0% |
| 5Y | +112.6% | +177.2% | -64.6% | +7.1% |
| All | +285.5% | +1,071.8% | -786.3% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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