+266.3%
WPM vs PFGC
+111.7%
+154.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +3.9% | -3.7% | +7.6% | +4.4% |
| 30D | +17.7% | -16.0% | +33.6% | +20.6% |
| 3M | +39.4% | -4.1% | +43.6% | +40.1% |
| 6M | +6.4% | +8.7% | -2.3% | +4.9% |
| YTD | +34.0% | +6.4% | +27.6% | +32.1% |
| 1Y | +50.5% | -8.4% | +58.9% | +51.2% |
| 3Y | +280.3% | +61.8% | +218.5% | +248.1% |
| 5Y | +266.3% | +108.7% | +157.6% | +219.5% |
| All | +266.3% | +111.7% | +154.7% | +219.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling