+228.3%
WAT vs PFGC
+351.0%
-122.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +0.6% | +3.4% | -2.8% | 0.0% |
| 30D | +5.4% | +16.9% | -11.5% | +2.3% |
| 3M | +11.3% | +6.4% | +4.9% | +9.8% |
| 6M | +37.4% | +16.0% | +21.4% | +33.2% |
| YTD | +21.2% | +23.6% | -2.5% | +15.8% |
| 1Y | +21.3% | +16.6% | +4.7% | +17.1% |
| 3Y | +83.4% | +82.3% | +1.1% | +63.2% |
| 5Y | +29.0% | +138.7% | -109.7% | +8.9% |
| All | +228.3% | +351.0% | -122.7% | +152.4% |
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