+288.2%
WAB vs PFGC
+294.6%
-6.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.3% |
| 7D | -0.2% | -4.8% | +4.6% | +1.3% |
| 30D | -5.9% | -17.2% | +11.3% | -0.5% |
| 3M | +9.4% | -6.3% | +15.7% | +11.2% |
| 6M | +13.8% | +8.8% | +5.0% | +10.4% |
| YTD | +31.8% | +4.9% | +26.8% | +28.6% |
| 1Y | +48.5% | -9.5% | +58.0% | +51.2% |
| 3Y | +167.0% | +59.6% | +107.4% | +127.6% |
| 5Y | +222.3% | +113.5% | +108.8% | +147.1% |
| All | +288.2% | +294.6% | -6.4% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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