+508.6%
WDC vs PFGC
+478.7%
+29.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.3% |
| 7D | +16.3% | +0.3% | +16.0% | +16.3% |
| 30D | -18.3% | +16.1% | -34.4% | -23.1% |
| 3M | -31.4% | +2.4% | -33.8% | -32.8% |
| 6M | -36.3% | +15.7% | -52.0% | -40.9% |
| YTD | +80.8% | +22.3% | +58.6% | +64.5% |
| 1Y | +87.7% | +13.9% | +73.8% | +74.7% |
| 3Y | +819.4% | +80.3% | +739.1% | +619.1% |
| 5Y | +583.2% | +136.1% | +447.1% | +377.5% |
| 10Y | +689.8% | +347.9% | +341.9% | +341.6% |
| All | +508.6% | +478.7% | +29.8% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling