+419.1%
PFGC vs WSM
+668.2%
-249.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.4% |
| 7D | -2.2% | -3.3% | +1.1% | -0.9% |
| 30D | -11.9% | -8.4% | -3.6% | -8.8% |
| 3M | +5.0% | +9.7% | -4.7% | +0.7% |
| 6M | +8.6% | +16.7% | -8.1% | +1.2% |
| YTD | +9.7% | +28.7% | -19.0% | -2.3% |
| 1Y | -6.3% | +13.7% | -19.9% | -12.7% |
| 3Y | +58.2% | +230.1% | -171.9% | -18.3% |
| 5Y | +110.4% | +179.0% | -68.5% | +9.4% |
| 10Y | +272.8% | +1,002.5% | -729.8% | -24.7% |
| All | +419.1% | +668.2% | -249.1% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling