-22.5%
WY vs PFGC
+61.7%
-84.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.7% | -3.7% | +2.0% | -0.4% |
| 30D | -9.9% | -16.0% | +6.1% | -4.6% |
| 3M | -7.5% | -4.1% | -3.4% | -6.5% |
| 6M | -5.1% | +8.7% | -13.9% | -8.4% |
| YTD | -2.1% | +6.4% | -8.5% | -5.4% |
| 1Y | -7.3% | -8.4% | +1.0% | -5.7% |
| All | -22.5% | +61.7% | -84.2% | -38.1% |
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