+328.7%
WM vs PFGC
+360.0%
-31.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.8% | -0.3% |
| 7D | -0.5% | +10.8% | -11.3% | -1.6% |
| 30D | +13.3% | +17.8% | -4.5% | +11.3% |
| 3M | +4.4% | -2.7% | +7.1% | +4.5% |
| 6M | +10.8% | +20.0% | -9.2% | +8.6% |
| YTD | +9.1% | +24.3% | -15.2% | +6.2% |
| 1Y | +19.1% | +13.2% | +5.9% | +17.1% |
| 3Y | +45.7% | +85.9% | -40.3% | +35.1% |
| 5Y | +60.4% | +141.0% | -80.6% | +43.3% |
| 10Y | +328.7% | +370.6% | -41.9% | +279.8% |
| All | +328.7% | +360.0% | -31.2% | +279.8% |
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