-75.3%
PCG vs GWW
+553.5%
-628.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -4.0% |
| 7D | +6.5% | -0.5% | +6.9% | +6.6% |
| 30D | -16.7% | -1.4% | -15.3% | -16.4% |
| 3M | -14.2% | -3.6% | -10.5% | -13.5% |
| 6M | -21.5% | +15.1% | -36.6% | -24.9% |
| YTD | -11.2% | +27.5% | -38.7% | -17.8% |
| 1Y | -4.2% | +29.6% | -33.8% | -11.9% |
| 3Y | -14.9% | +90.1% | -104.9% | -31.3% |
| 5Y | +54.2% | +222.6% | -168.4% | +4.6% |
| 10Y | -75.3% | +566.5% | -641.8% | -85.5% |
| All | -75.3% | +553.5% | -628.8% | -85.5% |
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