+813.8%
WDC vs PFGC
+419.1%
+394.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.0% |
| 7D | +1.7% | -2.2% | +3.9% | +2.5% |
| 30D | -10.0% | -11.9% | +2.0% | -6.3% |
| 3M | -18.8% | +5.0% | -23.8% | -21.3% |
| 6M | +79.0% | +8.6% | +70.4% | +71.3% |
| YTD | +171.6% | +9.7% | +161.9% | +159.1% |
| 1Y | +417.4% | -6.3% | +423.7% | +418.5% |
| 3Y | +1,251.8% | +58.2% | +1,193.6% | +1,015.8% |
| 5Y | +911.7% | +110.4% | +801.3% | +640.8% |
| 10Y | +1,399.6% | +272.8% | +1,126.9% | +792.0% |
| All | +813.8% | +419.1% | +394.7% | +395.1% |
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