+231.8%
WAT vs PFGC
+366.4%
-134.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +3.4% | +15.0% | -11.6% | +0.7% |
| 30D | +9.6% | +17.0% | -7.4% | +6.4% |
| 3M | +15.5% | -2.5% | +17.9% | +15.6% |
| 6M | +33.9% | +19.2% | +14.7% | +29.1% |
| YTD | +25.2% | +23.4% | +1.7% | +19.7% |
| 1Y | +26.3% | +13.9% | +12.4% | +22.4% |
| 3Y | +85.8% | +82.0% | +3.8% | +65.4% |
| 5Y | +35.3% | +128.7% | -93.4% | +14.9% |
| 10Y | +231.8% | +361.5% | -129.7% | +155.1% |
| All | +231.8% | +366.4% | -134.6% | +155.1% |
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