-10.5%
PCG vs PWR
+195.8%
-206.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -13.9% | +3.6% | -17.5% | -14.2% |
| 30D | -16.9% | -8.6% | -8.3% | -16.2% |
| 3M | -14.7% | -13.2% | -1.6% | -13.7% |
| 6M | -23.8% | +9.9% | -33.7% | -25.5% |
| YTD | -10.5% | +48.0% | -58.5% | -15.9% |
| 1Y | -5.1% | +66.2% | -71.3% | -12.6% |
| All | -10.5% | +195.8% | -206.3% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling