-76.0%
PCG vs GWW
+658.3%
-734.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.4% |
| 7D | +2.2% | +3.6% | -1.4% | +1.1% |
| 30D | +0.8% | +12.1% | -11.4% | -2.6% |
| 3M | -23.8% | +12.9% | -36.7% | -26.6% |
| 6M | -19.6% | +19.3% | -38.9% | -24.0% |
| YTD | -16.7% | +48.7% | -65.4% | -26.6% |
| 1Y | -19.4% | +60.5% | -79.9% | -30.7% |
| 3Y | -18.3% | +93.3% | -111.6% | -34.6% |
| 5Y | +10.4% | +219.0% | -208.5% | -25.7% |
| All | -76.0% | +658.3% | -734.3% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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