+484.2%
PFGC vs WU
-27.3%
+511.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +15.0% | +11.0% | +4.0% | +10.3% |
| 30D | +17.0% | +13.4% | +3.6% | +11.2% |
| 3M | -2.5% | +2.2% | -4.7% | -3.7% |
| 6M | +19.2% | -18.2% | +37.4% | +26.8% |
| YTD | +23.4% | -18.3% | +41.7% | +30.0% |
| 1Y | +13.9% | -12.2% | +26.0% | +15.7% |
| 3Y | +82.0% | -20.8% | +102.8% | +86.9% |
| 5Y | +128.7% | -42.6% | +171.3% | +169.9% |
| 10Y | +361.5% | -35.5% | +397.0% | +417.8% |
| All | +484.2% | -27.3% | +511.6% | +519.8% |
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