+495.0%
WM vs PFGC
+477.3%
+17.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +4.5% | +12.5% | -8.0% | +3.1% |
| 30D | +16.1% | +17.0% | -0.9% | +14.1% |
| 3M | +8.0% | -2.1% | +10.1% | +8.1% |
| 6M | +8.4% | +25.9% | -17.5% | +5.7% |
| YTD | +11.2% | +22.0% | -10.8% | +8.5% |
| 1Y | +22.3% | +14.8% | +7.5% | +20.0% |
| 3Y | +50.2% | +80.8% | -30.6% | +39.8% |
| 5Y | +63.3% | +126.0% | -62.7% | +46.8% |
| 10Y | +355.0% | +363.8% | -8.7% | +292.2% |
| All | +495.0% | +477.3% | +17.8% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling