+482.1%
WWD vs PFGC
+292.9%
+189.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -2.6% | -4.8% | +2.2% | -0.9% |
| 30D | -6.9% | -12.5% | +5.6% | -2.4% |
| 3M | -13.0% | -9.7% | -3.3% | -10.2% |
| 6M | -12.5% | +7.0% | -19.5% | -15.1% |
| YTD | +11.8% | +4.5% | +7.4% | +8.8% |
| 1Y | +41.1% | -11.6% | +52.6% | +45.4% |
| 3Y | +163.1% | +58.5% | +104.6% | +116.5% |
| 5Y | +187.6% | +112.6% | +75.0% | +106.4% |
| All | +482.1% | +292.9% | +189.2% | +271.2% |
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