+754.4%
WDC vs PFGC
+84.6%
+669.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -16.7% | +15.0% | -31.8% | -19.7% |
| 30D | -27.2% | +17.0% | -44.2% | -30.3% |
| 3M | -34.0% | -2.5% | -31.6% | -33.2% |
| 6M | -39.7% | +19.2% | -58.9% | -44.8% |
| YTD | +68.1% | +23.4% | +44.6% | +51.7% |
| 1Y | +66.3% | +13.9% | +52.4% | +54.9% |
| 3Y | +754.4% | +82.0% | +672.4% | +536.3% |
| All | +754.4% | +84.6% | +669.8% | +536.3% |
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