-76.2%
PCG vs W
+228.8%
-305.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.1% |
| 7D | -0.5% | +1.1% | -1.5% | -0.7% |
| 30D | +0.8% | +6.4% | -5.7% | 0.0% |
| 3M | -22.0% | +9.0% | -31.0% | -22.9% |
| 6M | -17.1% | +69.8% | -86.9% | -22.4% |
| YTD | -16.9% | +12.1% | -28.9% | -19.5% |
| 1Y | -19.1% | 0.0% | -19.1% | -20.8% |
| 3Y | -19.4% | +160.3% | -179.8% | -32.8% |
| 5Y | +9.0% | -53.3% | +62.3% | +3.1% |
| 10Y | -76.2% | +217.0% | -293.1% | -84.0% |
| All | -76.2% | +228.8% | -305.0% | -84.0% |
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