+34.7%
WAT vs PFGC
-8.5%
+43.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -1.8% | -3.7% | +1.9% | -1.1% |
| 30D | -1.7% | -16.0% | +14.3% | +1.3% |
| 3M | +9.1% | -4.1% | +13.2% | +9.3% |
| 6M | +32.4% | +8.7% | +23.7% | +29.1% |
| YTD | +6.6% | +6.4% | +0.2% | +4.6% |
| 1Y | +34.7% | -8.4% | +43.1% | +32.9% |
| All | +34.7% | -8.5% | +43.3% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling