+73.4%
WBD vs PFGC
-10.1%
+83.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | -0.7% | -4.8% | +4.0% | -0.6% |
| 30D | +1.4% | -12.5% | +14.0% | +1.8% |
| 3M | +4.4% | -9.7% | +14.1% | +4.7% |
| 6M | +0.8% | +7.0% | -6.2% | +0.7% |
| YTD | -2.7% | +4.5% | -7.2% | -2.1% |
| 1Y | +73.4% | -11.6% | +85.0% | +64.7% |
| All | +73.4% | -10.1% | +83.5% | +64.7% |
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