-76.7%
PCG vs WAB
+305.5%
-382.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.7% |
| 7D | -1.1% | +4.0% | -5.0% | -2.7% |
| 30D | +0.1% | +4.5% | -4.4% | -1.8% |
| 3M | -24.4% | +2.3% | -26.7% | -25.2% |
| 6M | -17.7% | +12.5% | -30.1% | -22.0% |
| YTD | -17.4% | +40.2% | -57.6% | -28.6% |
| 1Y | -19.4% | +45.2% | -64.6% | -31.4% |
| 3Y | -18.6% | +171.8% | -190.4% | -47.9% |
| 5Y | +10.2% | +217.6% | -207.4% | -35.0% |
| 10Y | -76.7% | +285.3% | -362.0% | -89.2% |
| All | -76.7% | +305.5% | -382.1% | -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