+88.4%
WAT vs PFGC
+84.2%
+4.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.0% |
| 7D | +6.0% | +10.8% | -4.8% | +2.7% |
| 30D | +9.9% | +17.8% | -7.9% | +4.4% |
| 3M | +17.2% | -2.7% | +19.9% | +18.2% |
| 6M | +34.2% | +20.0% | +14.2% | +25.5% |
| YTD | +25.5% | +24.3% | +1.2% | +15.0% |
| 1Y | +28.3% | +13.2% | +15.0% | +21.8% |
| 3Y | +88.4% | +85.9% | +2.4% | +54.9% |
| All | +88.4% | +84.2% | +4.1% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling