+403.3%
PFGC vs WTW
+237.8%
+165.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +0.5% |
| 7D | -3.7% | -7.1% | +3.4% | -0.2% |
| 30D | -16.0% | -8.5% | -7.4% | -12.3% |
| 3M | -4.1% | +20.6% | -24.7% | -13.1% |
| 6M | +8.7% | +7.2% | +1.5% | +3.3% |
| YTD | +6.4% | -3.9% | +10.2% | +6.1% |
| 1Y | -8.4% | -3.6% | -4.8% | -8.9% |
| 3Y | +61.8% | +60.7% | +1.1% | +19.0% |
| 5Y | +108.7% | +42.2% | +66.6% | +62.8% |
| 10Y | +298.1% | +195.5% | +102.7% | +144.3% |
| All | +403.3% | +237.8% | +165.5% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling