-64.4%
PCG vs W
+176.2%
-240.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.2% |
| 7D | -13.9% | -4.2% | -9.7% | -13.5% |
| 30D | -16.9% | -7.6% | -9.3% | -16.3% |
| 3M | -14.7% | +37.2% | -51.9% | -17.7% |
| 6M | -23.8% | +26.3% | -50.1% | -26.3% |
| YTD | -10.5% | -1.0% | -9.5% | -11.9% |
| 1Y | -5.1% | +20.1% | -25.2% | -8.8% |
| 3Y | -11.6% | +37.8% | -49.4% | -19.9% |
| 5Y | +59.0% | -63.7% | +122.7% | +53.5% |
| 10Y | -75.7% | +156.3% | -232.1% | -82.6% |
| All | -64.4% | +176.2% | -240.6% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling