-76.7%
PCG vs W
+268.4%
-345.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +0.9% |
| 7D | -1.1% | +3.3% | -4.4% | -1.5% |
| 30D | +0.1% | +10.5% | -10.4% | -1.1% |
| 3M | -24.4% | +9.6% | -34.1% | -25.3% |
| 6M | -17.7% | +76.4% | -94.0% | -23.2% |
| YTD | -17.4% | +16.4% | -33.8% | -20.3% |
| 1Y | -19.4% | +9.3% | -28.7% | -21.9% |
| 3Y | -18.6% | +172.8% | -191.4% | -32.4% |
| 5Y | +10.2% | -53.4% | +63.6% | +4.5% |
| 10Y | -76.7% | +243.6% | -320.3% | -84.1% |
| All | -76.7% | +268.4% | -345.1% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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