+27.2%
WY vs PFGC
+409.4%
-382.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.9% |
| 7D | -2.1% | -2.4% | +0.4% | -1.3% |
| 30D | -10.5% | -15.8% | +5.3% | -5.7% |
| 3M | -4.9% | -0.6% | -4.3% | -4.9% |
| 6M | -4.9% | +10.7% | -15.6% | -8.2% |
| YTD | -1.7% | +7.6% | -9.3% | -4.7% |
| 1Y | -9.4% | -7.8% | -1.6% | -8.0% |
| 3Y | -22.3% | +63.7% | -86.0% | -34.6% |
| 5Y | -20.5% | +112.3% | -132.8% | -39.8% |
| 10Y | +4.9% | +286.7% | -281.8% | -32.2% |
| All | +27.2% | +409.4% | -382.2% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling