+485.1%
PFGC vs WU
-29.4%
+514.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +3.4% | -2.0% | +5.4% | +4.2% |
| 30D | +16.9% | +11.4% | +5.5% | +11.9% |
| 3M | +6.4% | -6.8% | +13.2% | +9.1% |
| 6M | +16.0% | -14.6% | +30.6% | +21.1% |
| YTD | +23.6% | -20.6% | +44.3% | +31.7% |
| 1Y | +16.6% | -15.4% | +32.0% | +20.3% |
| 3Y | +82.3% | -23.6% | +105.9% | +90.0% |
| 5Y | +138.7% | -43.4% | +182.1% | +182.7% |
| 10Y | +352.8% | -38.8% | +391.6% | +419.2% |
| All | +485.1% | -29.4% | +514.5% | +527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling