+39.9%
WWD vs PFGC
-9.2%
+49.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.1% |
| 7D | -2.9% | -4.8% | +2.0% | -1.7% |
| 30D | -6.6% | -17.2% | +10.6% | -2.3% |
| 3M | -9.3% | -6.3% | -3.0% | -8.8% |
| 6M | -13.6% | +8.8% | -22.4% | -17.2% |
| YTD | +10.4% | +4.9% | +5.4% | +6.7% |
| 1Y | +39.9% | -9.5% | +49.4% | +37.6% |
| All | +39.9% | -9.2% | +49.1% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling