+99.4%
WMT vs PFGC
+61.7%
+37.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -0.2% | -3.7% | +3.5% | +0.7% |
| 30D | -5.8% | -16.0% | +10.1% | -1.8% |
| 3M | -10.8% | -4.1% | -6.6% | -10.2% |
| 6M | -14.3% | +8.7% | -23.1% | -16.9% |
| YTD | -4.4% | +6.4% | -10.8% | -7.2% |
| 1Y | +4.3% | -8.4% | +12.7% | +5.4% |
| All | +99.4% | +61.7% | +37.7% | +76.5% |
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