+363.2%
PFGC vs WST
+456.5%
-93.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +3.4% | +4.2% | -0.8% | +2.7% |
| 30D | +16.9% | +11.2% | +5.7% | +14.9% |
| 3M | +6.4% | +20.4% | -14.0% | +3.1% |
| 6M | +16.0% | +37.9% | -21.9% | +9.7% |
| YTD | +23.6% | +51.8% | -28.2% | +14.5% |
| 1Y | +16.6% | +56.6% | -40.0% | +7.3% |
| 3Y | +82.3% | +24.2% | +58.1% | +65.8% |
| 5Y | +138.7% | +0.7% | +138.0% | +123.1% |
| All | +363.2% | +456.5% | -93.3% | +140.5% |
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