+82.3%
PFGC vs WSM
+260.3%
-178.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +16.9% | +5.1% | +11.8% | +15.9% |
| 3M | +6.4% | +5.1% | +1.3% | +5.4% |
| 6M | +16.0% | +48.6% | -32.6% | +7.5% |
| YTD | +23.6% | +44.2% | -20.6% | +15.1% |
| 1Y | +16.6% | +38.1% | -21.5% | +9.3% |
| 3Y | +82.3% | +257.2% | -174.9% | +50.7% |
| All | +82.3% | +260.3% | -178.0% | +50.7% |
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