+155.1%
WWD vs PFGC
+82.7%
+72.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +3.7% | +1.5% | +2.2% | +3.3% |
| 30D | +1.8% | +17.4% | -15.6% | -2.9% |
| 3M | -5.0% | -2.4% | -2.6% | -4.3% |
| 6M | -8.4% | +18.2% | -26.6% | -13.7% |
| YTD | +12.3% | +23.7% | -11.4% | +3.5% |
| 1Y | +26.2% | +15.0% | +11.3% | +19.3% |
| All | +155.1% | +82.7% | +72.4% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling