+437.9%
WWD vs PFGC
+351.0%
+86.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +4.0% | +3.4% | +0.5% | +2.8% |
| 30D | +0.4% | +16.9% | -16.5% | -5.6% |
| 3M | -7.9% | +6.4% | -14.3% | -10.6% |
| 6M | -10.6% | +16.0% | -26.6% | -16.3% |
| YTD | +9.4% | +23.6% | -14.2% | -0.5% |
| 1Y | +25.7% | +16.6% | +9.1% | +16.8% |
| 3Y | +148.5% | +82.3% | +66.3% | +93.3% |
| 5Y | +189.5% | +138.7% | +50.8% | +98.1% |
| All | +437.9% | +351.0% | +86.9% | +223.5% |
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 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