-76.0%
PCG vs W
+146.8%
-222.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.2% |
| 7D | -13.9% | -4.2% | -9.7% | -13.4% |
| 30D | -16.9% | -7.6% | -9.3% | -16.2% |
| 3M | -14.7% | +37.2% | -51.9% | -18.1% |
| 6M | -23.8% | +26.3% | -50.1% | -26.6% |
| YTD | -10.5% | -1.0% | -9.5% | -12.1% |
| 1Y | -5.1% | +20.1% | -25.2% | -9.3% |
| 3Y | -11.6% | +37.8% | -49.4% | -21.0% |
| 5Y | +59.0% | -63.7% | +122.7% | +55.2% |
| All | -76.0% | +146.8% | -222.8% | -83.6% |
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