+324.1%
WM vs PFGC
+351.2%
-27.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | +13.8% | +17.4% | -3.6% | +11.8% |
| 3M | +6.4% | -2.4% | +8.8% | +6.5% |
| 6M | +13.2% | +18.2% | -5.0% | +11.1% |
| YTD | +10.8% | +23.7% | -12.9% | +7.9% |
| 1Y | +20.2% | +15.0% | +5.2% | +17.9% |
| 3Y | +46.5% | +82.3% | -35.9% | +36.2% |
| 5Y | +61.3% | +131.9% | -70.7% | +44.6% |
| All | +324.1% | +351.2% | -27.1% | +277.0% |
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