+242.0%
WAB vs PFGC
+419.1%
-177.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -3.2% | -2.2% | -1.0% | -2.6% |
| 30D | -4.4% | -11.9% | +7.5% | -0.9% |
| 3M | +7.9% | +5.0% | +2.9% | +5.9% |
| 6M | +8.7% | +8.6% | +0.1% | +5.5% |
| YTD | +33.0% | +9.7% | +23.3% | +28.1% |
| 1Y | +46.7% | -6.3% | +52.9% | +47.8% |
| 3Y | +153.0% | +58.2% | +94.8% | +116.8% |
| 5Y | +222.3% | +110.4% | +111.8% | +148.9% |
| 10Y | +291.0% | +272.8% | +18.2% | +156.2% |
| All | +242.0% | +419.1% | -177.1% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling