+45.5%
WM vs PFGC
+65.1%
-19.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | -2.4% | -11.9% | +9.6% | -1.1% |
| 3M | +0.4% | +5.0% | -4.6% | +0.2% |
| 6M | -9.5% | +8.6% | -18.1% | -10.0% |
| YTD | +0.5% | +9.7% | -9.2% | -0.5% |
| 1Y | -1.1% | -6.3% | +5.2% | -0.2% |
| All | +45.5% | +65.1% | -19.6% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling