+113.5%
PFGC vs WSM
+171.2%
-57.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.9% |
| 7D | -4.8% | +0.4% | -5.3% | -5.0% |
| 30D | -17.2% | -10.7% | -6.5% | -14.7% |
| 3M | -6.3% | +8.5% | -14.8% | -8.5% |
| 6M | +8.8% | +19.6% | -10.8% | +3.4% |
| YTD | +4.9% | +26.6% | -21.7% | -2.1% |
| 1Y | -9.5% | +12.0% | -21.4% | -13.1% |
| 3Y | +59.6% | +226.6% | -167.1% | +3.3% |
| 5Y | +113.5% | +174.1% | -60.6% | +37.2% |
| All | +113.5% | +171.2% | -57.7% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling