+4.7%
WY vs PFGC
+292.9%
-288.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -4.2% | -4.8% | +0.6% | -2.7% |
| 30D | -10.1% | -12.5% | +2.5% | -6.3% |
| 3M | -8.5% | -9.7% | +1.2% | -5.7% |
| 6M | -3.3% | +7.0% | -10.4% | -5.8% |
| YTD | -4.4% | +4.5% | -8.9% | -6.5% |
| 1Y | -11.5% | -11.6% | +0.1% | -9.0% |
| 3Y | -24.3% | +58.5% | -82.8% | -35.9% |
| 5Y | -21.3% | +112.6% | -133.9% | -40.6% |
| All | +4.7% | +292.9% | -288.2% | -29.8% |
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