+77.0%
PFGC vs WST
+19.1%
+57.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.1% |
| 7D | +8.5% | -3.1% | +11.6% | +8.7% |
| 30D | +15.0% | +9.1% | +5.9% | +14.6% |
| 3M | -6.2% | +14.7% | -20.9% | -6.7% |
| 6M | +15.7% | +28.0% | -12.3% | +14.5% |
| YTD | +19.6% | +45.6% | -26.1% | +17.4% |
| 1Y | +13.2% | +45.7% | -32.5% | +11.1% |
| 3Y | +77.0% | +21.1% | +55.9% | +71.0% |
| All | +77.0% | +19.1% | +57.9% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling