-75.3%
PCG vs NWSA
+144.0%
-219.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | +6.5% | -3.1% | +9.5% | +7.6% |
| 30D | -16.7% | +4.3% | -21.0% | -17.9% |
| 3M | -14.2% | +9.2% | -23.4% | -17.0% |
| 6M | -21.5% | +21.6% | -43.0% | -27.1% |
| YTD | -11.2% | +14.2% | -25.4% | -16.1% |
| 1Y | -4.2% | +1.8% | -6.0% | -6.0% |
| 3Y | -14.9% | +44.4% | -59.3% | -27.9% |
| 5Y | +54.2% | +41.0% | +13.3% | +27.5% |
| 10Y | -75.3% | +150.0% | -225.4% | -85.1% |
| All | -75.3% | +144.0% | -219.3% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling