+161.8%
WAT vs PFGC
+294.6%
-132.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.5% |
| 7D | -2.9% | -4.8% | +2.0% | -2.0% |
| 30D | -3.2% | -17.2% | +14.0% | 0.0% |
| 3M | +10.6% | -6.3% | +16.9% | +11.7% |
| 6M | +34.0% | +8.8% | +25.2% | +31.7% |
| YTD | +5.7% | +4.9% | +0.8% | +4.3% |
| 1Y | +37.1% | -9.5% | +46.6% | +38.6% |
| 3Y | +52.4% | +59.6% | -7.2% | +39.3% |
| 5Y | -4.4% | +113.5% | -117.9% | -17.4% |
| All | +161.8% | +294.6% | -132.8% | +105.2% |
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