+525.4%
WPM vs PFGC
+292.9%
+232.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -0.6% | -4.8% | +4.2% | -0.3% |
| 30D | +14.4% | -12.5% | +27.0% | +15.1% |
| 3M | +37.0% | -9.7% | +46.7% | +37.6% |
| 6M | +4.1% | +7.0% | -2.9% | +3.7% |
| YTD | +31.7% | +4.5% | +27.3% | +31.3% |
| 1Y | +44.2% | -11.6% | +55.8% | +44.7% |
| 3Y | +265.5% | +58.5% | +207.0% | +257.2% |
| 5Y | +262.5% | +112.6% | +149.9% | +250.4% |
| All | +525.4% | +292.9% | +232.5% | +530.1% |
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