+20.0%
WM vs PFGC
+12.0%
+8.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.8% | -0.3% |
| 7D | -0.5% | +10.8% | -11.3% | -1.7% |
| 30D | +13.3% | +17.8% | -4.5% | +11.3% |
| 3M | +4.4% | -2.7% | +7.1% | +4.1% |
| 6M | +10.8% | +20.0% | -9.2% | +10.0% |
| YTD | +9.1% | +24.3% | -15.2% | +7.2% |
| All | +20.0% | +12.0% | +8.0% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling