-3.6%
WAT vs PFGC
+114.5%
-118.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | +2.3% | -11.9% | +14.3% | +6.2% |
| 3M | +8.7% | +5.0% | +3.7% | +6.6% |
| 6M | +28.3% | +8.6% | +19.7% | +24.3% |
| YTD | +7.8% | +9.7% | -1.9% | +3.5% |
| 1Y | +36.6% | -6.3% | +42.9% | +37.7% |
| 3Y | +45.7% | +58.2% | -12.5% | +22.9% |
| All | -3.6% | +114.5% | -118.1% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling