-5.1%
PCG vs WAB
+48.2%
-53.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -13.9% | -3.2% | -10.6% | -12.9% |
| 30D | -16.9% | -4.4% | -12.4% | -15.7% |
| 3M | -14.7% | +7.9% | -22.6% | -16.7% |
| 6M | -23.8% | +8.7% | -32.5% | -25.7% |
| YTD | -10.5% | +33.0% | -43.5% | -16.4% |
| 1Y | -5.1% | +46.7% | -51.8% | -12.5% |
| All | -5.1% | +48.2% | -53.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling