-67.6%
PCG vs W
+210.4%
-278.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.8% |
| 7D | -1.6% | -3.6% | +2.0% | -1.3% |
| 30D | +1.4% | +7.0% | -5.6% | +0.7% |
| 3M | -23.4% | +7.4% | -30.8% | -24.0% |
| 6M | -19.4% | +69.3% | -88.7% | -23.9% |
| YTD | -18.5% | +11.3% | -29.8% | -20.7% |
| 1Y | -19.5% | +13.2% | -32.7% | -22.0% |
| 3Y | -21.0% | +142.0% | -163.0% | -32.0% |
| 5Y | +13.7% | -54.6% | +68.4% | +7.3% |
| 10Y | -77.2% | +243.7% | -320.9% | -83.9% |
| All | -67.6% | +210.4% | -278.0% | -77.3% |
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