+87.3%
PCG vs GWW
+15,772.9%
-15,685.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -1.6% | +6.0% | -7.6% | -3.0% |
| 30D | +1.4% | +14.0% | -12.6% | -1.9% |
| 3M | -23.4% | +12.5% | -35.9% | -25.7% |
| 6M | -19.4% | +23.6% | -43.0% | -23.8% |
| YTD | -18.5% | +43.6% | -62.1% | -25.9% |
| 1Y | -19.5% | +52.5% | -72.0% | -28.0% |
| 3Y | -21.0% | +92.6% | -113.6% | -33.9% |
| 5Y | +13.7% | +219.0% | -205.3% | -16.8% |
| 10Y | -77.2% | +713.8% | -791.0% | -87.0% |
| All | +87.3% | +15,772.9% | -15,685.5% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling