+366.0%
WDC vs PFGC
-10.1%
+376.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -3.0% |
| 7D | -4.3% | -4.8% | +0.4% | -4.2% |
| 30D | -1.5% | -12.5% | +11.0% | -1.2% |
| 3M | -15.5% | -9.7% | -5.8% | -17.0% |
| 6M | +66.5% | +7.0% | +59.4% | +54.0% |
| YTD | +159.9% | +4.5% | +155.4% | +154.2% |
| 1Y | +366.0% | -11.6% | +377.5% | +290.4% |
| All | +366.0% | -10.1% | +376.0% | +290.4% |
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