+61.3%
PFGC vs WSM
+232.0%
-170.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.7% | +2.6% | -6.3% | -4.2% |
| 30D | -16.0% | -9.3% | -6.7% | -14.4% |
| 3M | -4.1% | +7.1% | -11.2% | -5.5% |
| 6M | +8.7% | +21.7% | -13.0% | +4.5% |
| YTD | +6.4% | +28.7% | -22.4% | +1.2% |
| 1Y | -8.4% | +13.9% | -22.2% | -11.2% |
| All | +61.3% | +232.0% | -170.6% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling