+428.1%
WMT vs PFGC
+292.9%
+135.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | 0.0% | -4.8% | +4.8% | +0.4% |
| 30D | -7.4% | -12.5% | +5.1% | -6.5% |
| 3M | -10.9% | -9.7% | -1.1% | -10.2% |
| 6M | -12.7% | +7.0% | -19.7% | -13.3% |
| YTD | -3.2% | +4.5% | -7.7% | -3.7% |
| 1Y | +5.3% | -11.6% | +16.8% | +6.0% |
| 3Y | +101.9% | +58.5% | +43.4% | +94.9% |
| 5Y | +134.6% | +112.6% | +22.0% | +121.3% |
| All | +428.1% | +292.9% | +135.2% | +386.9% |
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