+1,228.2%
WDC vs PFGC
+294.6%
+933.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.9% |
| 7D | +4.4% | -4.8% | +9.3% | +6.3% |
| 30D | +5.3% | -17.2% | +22.5% | +12.3% |
| 3M | -5.9% | -6.3% | +0.4% | -4.8% |
| 6M | +73.2% | +8.8% | +64.4% | +65.3% |
| YTD | +167.8% | +4.9% | +162.9% | +159.4% |
| 1Y | +386.0% | -9.5% | +395.5% | +392.9% |
| 3Y | +1,309.7% | +59.6% | +1,250.1% | +1,055.1% |
| 5Y | +957.1% | +113.5% | +843.6% | +665.4% |
| All | +1,228.2% | +294.6% | +933.6% | +722.0% |
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