+105.7%
PCG vs GWW
+14,492.5%
-14,386.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | -13.9% | +1.4% | -15.2% | -14.1% |
| 30D | -16.9% | +3.3% | -20.1% | -17.5% |
| 3M | -14.7% | +2.9% | -17.7% | -15.5% |
| 6M | -23.8% | +15.8% | -39.6% | -26.7% |
| YTD | -10.5% | +32.0% | -42.5% | -16.8% |
| 1Y | -5.1% | +29.9% | -35.0% | -11.6% |
| 3Y | -11.6% | +91.1% | -102.7% | -25.9% |
| 5Y | +59.0% | +223.9% | -164.9% | +15.9% |
| 10Y | -75.7% | +567.0% | -642.8% | -85.5% |
| All | +105.7% | +14,492.5% | -14,386.8% | -40.5% |
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 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