+1,394.6%
WDC vs PFGC
+61.7%
+1,332.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +7.5% | -3.7% | +11.2% | +8.8% |
| 30D | +10.1% | -16.0% | +26.0% | +16.2% |
| 3M | -6.8% | -4.1% | -2.7% | -7.8% |
| 6M | +84.1% | +8.7% | +75.4% | +71.3% |
| YTD | +180.3% | +6.4% | +173.9% | +164.6% |
| 1Y | +411.1% | -8.4% | +419.5% | +409.3% |
| All | +1,394.6% | +61.7% | +1,332.9% | +1,111.5% |
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 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