+1,194.4%
WPM vs PFGC
+485.3%
+709.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +3.1% | +1.5% | +1.6% | +3.0% |
| 30D | -1.8% | +17.4% | -19.2% | -2.7% |
| 3M | +1.0% | -2.4% | +3.4% | +1.0% |
| 6M | -5.4% | +18.2% | -23.7% | -6.4% |
| YTD | +15.9% | +23.7% | -7.8% | +14.3% |
| 1Y | +30.8% | +15.0% | +15.9% | +29.5% |
| 3Y | +222.6% | +82.3% | +140.3% | +211.5% |
| 5Y | +227.4% | +131.9% | +95.4% | +212.1% |
| 10Y | +757.8% | +353.0% | +404.8% | +730.3% |
| All | +1,194.4% | +485.3% | +709.1% | +1,002.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling