-77.6%
PCG vs PWR
+1,833.2%
-1,910.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.2% | -3.7% |
| 7D | -1.6% | -12.9% | +11.3% | +1.5% |
| 30D | +1.4% | -22.8% | +24.3% | +8.1% |
| 3M | -23.4% | -19.0% | -4.4% | -19.8% |
| 6M | -19.4% | -31.1% | +11.7% | -12.5% |
| YTD | -18.5% | +28.3% | -46.7% | -28.1% |
| 1Y | -19.5% | +22.2% | -41.8% | -28.2% |
| 3Y | -21.0% | +222.2% | -243.2% | -52.8% |
| 5Y | +13.7% | +364.2% | -350.4% | -43.5% |
| All | -77.6% | +1,833.2% | -1,910.8% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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