-5.1%
PCG vs NWSA
+5.5%
-10.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.5% |
| 7D | -13.9% | -1.9% | -12.0% | -13.8% |
| 30D | -16.9% | +4.6% | -21.4% | -16.9% |
| 3M | -14.7% | +13.2% | -28.0% | -15.0% |
| 6M | -23.8% | +27.0% | -50.8% | -24.1% |
| YTD | -10.5% | +16.8% | -27.3% | -10.8% |
| 1Y | -5.1% | +4.5% | -9.6% | -8.4% |
| All | -5.1% | +5.5% | -10.6% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling