+361.5%
PFGC vs WST
+446.4%
-84.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +15.0% | +1.4% | +13.6% | +14.7% |
| 30D | +17.0% | +12.7% | +4.3% | +14.7% |
| 3M | -2.5% | +17.2% | -19.6% | -5.1% |
| 6M | +19.2% | +26.7% | -7.5% | +14.3% |
| YTD | +23.4% | +50.3% | -26.8% | +14.5% |
| 1Y | +13.9% | +50.2% | -36.4% | +5.5% |
| 3Y | +82.0% | +21.7% | +60.3% | +66.2% |
| 5Y | +128.7% | +2.0% | +126.6% | +112.8% |
| 10Y | +361.5% | +451.1% | -89.6% | +139.2% |
| All | +361.5% | +446.4% | -84.8% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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