+91.1%
PCG vs GWW
+16,155.8%
-16,064.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.3% |
| 7D | -0.5% | +5.5% | -6.0% | -1.8% |
| 30D | +0.8% | +14.4% | -13.6% | -2.6% |
| 3M | -22.0% | +13.7% | -35.8% | -24.6% |
| 6M | -17.1% | +20.1% | -37.2% | -21.0% |
| YTD | -16.9% | +47.1% | -63.9% | -24.9% |
| 1Y | -19.1% | +56.2% | -75.3% | -28.0% |
| 3Y | -19.4% | +90.5% | -110.0% | -32.5% |
| 5Y | +9.0% | +221.2% | -212.2% | -20.4% |
| 10Y | -76.2% | +648.4% | -724.6% | -86.1% |
| All | +91.1% | +16,155.8% | -16,064.7% | -46.2% |
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