+46.2%
WM vs PFGC
+77.4%
-31.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.9% |
| 7D | +1.2% | +8.5% | -7.3% | +0.2% |
| 30D | +13.1% | +15.0% | -1.9% | +11.3% |
| 3M | +3.6% | -6.2% | +9.8% | +4.0% |
| 6M | +8.1% | +15.7% | -7.7% | +6.6% |
| YTD | +8.9% | +19.6% | -10.6% | +6.9% |
| 1Y | +20.3% | +13.2% | +7.1% | +18.8% |
| 3Y | +46.2% | +77.0% | -30.8% | +39.3% |
| All | +46.2% | +77.4% | -31.2% | +39.3% |
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