+15.0%
PFGC vs WST
+49.4%
-34.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.5% | +1.1% | +0.4% | +1.4% |
| 30D | +17.4% | +12.4% | +5.0% | +16.3% |
| 3M | -2.4% | +17.6% | -20.0% | -3.8% |
| 6M | +18.2% | +28.3% | -10.0% | +15.5% |
| YTD | +23.7% | +50.5% | -26.8% | +17.9% |
| 1Y | +15.0% | +49.4% | -34.4% | +9.5% |
| All | +15.0% | +49.4% | -34.5% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling