+107.2%
PFGC vs WTW
+42.0%
+65.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -4.8% | -5.7% | +1.0% | -2.3% |
| 30D | -12.5% | -7.3% | -5.3% | -9.7% |
| 3M | -9.7% | +21.5% | -31.2% | -17.6% |
| 6M | +7.0% | +9.6% | -2.6% | +1.4% |
| YTD | +4.5% | -3.3% | +7.8% | +4.8% |
| 1Y | -11.6% | -6.1% | -5.4% | -9.9% |
| 3Y | +58.5% | +61.8% | -3.3% | +11.6% |
| All | +107.2% | +42.0% | +65.2% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling