+142.1%
WBD vs PFGC
+58.8%
+83.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -0.7% | -4.8% | +4.0% | +1.7% |
| 30D | +1.4% | -12.5% | +14.0% | +8.2% |
| 3M | +4.4% | -9.7% | +14.1% | +9.0% |
| 6M | +0.8% | +7.0% | -6.2% | -4.8% |
| YTD | -2.7% | +4.5% | -7.2% | -8.5% |
| 1Y | +73.4% | -11.6% | +85.0% | +82.5% |
| 3Y | +142.1% | +58.5% | +83.6% | +57.3% |
| All | +142.1% | +58.8% | +83.3% | +57.3% |
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