+326.4%
WM vs PFGC
+366.4%
-40.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.2% | +15.0% | -13.9% | -0.4% |
| 30D | +13.7% | +17.0% | -3.3% | +11.7% |
| 3M | +5.2% | -2.5% | +7.7% | +5.3% |
| 6M | +11.2% | +19.2% | -8.0% | +9.0% |
| YTD | +9.4% | +23.4% | -14.0% | +6.6% |
| 1Y | +20.4% | +13.9% | +6.5% | +18.2% |
| 3Y | +44.7% | +82.0% | -37.3% | +34.5% |
| 5Y | +58.5% | +128.7% | -70.2% | +42.3% |
| 10Y | +326.4% | +361.5% | -35.2% | +278.4% |
| All | +326.4% | +366.4% | -40.0% | +278.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling