+358.2%
PFGC vs WU
-39.7%
+397.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +0.3% | -5.3% | +5.5% | +2.4% |
| 30D | +16.1% | +9.0% | +7.1% | +12.2% |
| 3M | +2.4% | -3.6% | +5.9% | +3.4% |
| 6M | +15.7% | -19.4% | +35.1% | +23.7% |
| YTD | +22.3% | -21.7% | +44.0% | +31.0% |
| 1Y | +13.9% | -16.1% | +30.0% | +17.9% |
| 3Y | +80.3% | -24.1% | +104.4% | +88.2% |
| 5Y | +136.1% | -44.1% | +180.2% | +181.9% |
| All | +358.2% | -39.7% | +397.9% | +428.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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