+220.1%
WPM vs PFGC
+82.7%
+137.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +3.1% | +1.5% | +1.6% | +2.8% |
| 30D | -1.8% | +17.4% | -19.2% | -4.8% |
| 3M | +1.0% | -2.4% | +3.4% | +0.5% |
| 6M | -5.4% | +18.2% | -23.7% | -8.7% |
| YTD | +15.9% | +23.7% | -7.8% | +10.8% |
| 1Y | +30.8% | +15.0% | +15.9% | +26.0% |
| All | +220.1% | +82.7% | +137.4% | +186.7% |
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 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