-76.2%
PCG vs WAB
+288.7%
-364.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | -0.5% | +4.0% | -4.5% | -2.1% |
| 30D | +0.8% | +6.3% | -5.6% | -1.8% |
| 3M | -22.0% | +3.3% | -25.3% | -23.2% |
| 6M | -17.1% | +14.5% | -31.6% | -22.0% |
| YTD | -16.9% | +42.7% | -59.5% | -28.6% |
| 1Y | -19.1% | +45.2% | -64.3% | -31.1% |
| 3Y | -19.4% | +173.8% | -193.2% | -48.6% |
| 5Y | +9.0% | +223.8% | -214.8% | -36.3% |
| 10Y | -76.2% | +280.5% | -356.7% | -89.2% |
| All | -76.2% | +288.7% | -364.9% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling