+4.2%
WBD vs PFGC
+111.7%
-107.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -1.7% | -3.7% | +2.0% | +0.4% |
| 30D | +3.9% | -16.0% | +19.8% | +13.9% |
| 3M | +5.1% | -4.1% | +9.2% | +6.7% |
| 6M | +0.6% | +8.7% | -8.1% | -5.9% |
| YTD | -3.2% | +6.4% | -9.5% | -9.5% |
| 1Y | +127.7% | -8.4% | +136.0% | +132.4% |
| 3Y | +146.6% | +61.8% | +84.8% | +76.8% |
| 5Y | +4.2% | +108.7% | -104.5% | -37.1% |
| All | +4.2% | +111.7% | -107.5% | -37.1% |
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