+642.9%
WDC vs PFGC
+351.0%
+291.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.4% |
| 7D | +12.1% | +3.4% | +8.7% | +10.9% |
| 30D | -18.8% | +16.9% | -35.7% | -23.9% |
| 3M | -39.3% | +6.4% | -45.7% | -41.3% |
| 6M | -40.1% | +16.0% | -56.1% | -44.6% |
| YTD | +71.8% | +23.6% | +48.2% | +55.3% |
| 1Y | +88.5% | +16.6% | +71.9% | +73.6% |
| 3Y | +770.0% | +82.3% | +687.7% | +573.5% |
| 5Y | +549.0% | +138.7% | +410.3% | +347.6% |
| All | +642.9% | +351.0% | +291.9% | +334.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling