-76.0%
PCG vs PWR
+1,844.4%
-1,920.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | +2.2% | +11.3% | -9.1% | -1.0% |
| 30D | +0.8% | -8.9% | +9.6% | +2.4% |
| 3M | -23.8% | -10.5% | -13.3% | -22.5% |
| 6M | -19.6% | -22.2% | +2.5% | -15.7% |
| YTD | -16.7% | +42.7% | -59.5% | -28.9% |
| 1Y | -19.4% | +41.1% | -60.5% | -31.2% |
| 3Y | -18.3% | +242.7% | -261.1% | -52.1% |
| 5Y | +10.4% | +418.5% | -408.1% | -47.4% |
| All | -76.0% | +1,844.4% | -1,920.4% | -93.9% |
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