+10.2%
PCG vs NWSA
+15.5%
-5.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -1.1% | -10.5% | +9.5% | +1.4% |
| 30D | +0.1% | -8.8% | +8.8% | +2.0% |
| 3M | -24.4% | -6.5% | -17.9% | -23.5% |
| 6M | -17.7% | -1.3% | -16.3% | -18.1% |
| YTD | -17.4% | +2.5% | -19.9% | -19.0% |
| 1Y | -19.4% | +0.2% | -19.6% | -20.4% |
| 3Y | -18.6% | +27.6% | -46.2% | -26.6% |
| 5Y | +10.2% | +17.0% | -6.8% | -2.2% |
| All | +10.2% | +15.5% | -5.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling