+1,154.9%
WPM vs PFGC
+485.1%
+669.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -3.6% | +3.4% | -7.0% | -3.8% |
| 30D | +1.4% | +16.9% | -15.5% | +0.5% |
| 3M | -0.2% | +6.4% | -6.6% | -0.6% |
| 6M | -7.3% | +16.0% | -23.3% | -8.2% |
| YTD | +12.3% | +23.6% | -11.3% | +10.9% |
| 1Y | +24.9% | +16.6% | +8.3% | +23.6% |
| 3Y | +210.4% | +82.3% | +128.1% | +199.7% |
| 5Y | +210.4% | +138.7% | +71.6% | +195.6% |
| 10Y | +731.7% | +352.8% | +378.8% | +705.0% |
| All | +1,154.9% | +485.1% | +669.8% | +969.3% |
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