+2.9%
PCG vs WAB
+47.5%
-44.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.5% |
| 7D | +5.4% | +1.7% | +3.7% | +4.9% |
| 30D | -15.1% | -2.4% | -12.7% | -14.4% |
| 3M | -9.8% | +9.7% | -19.5% | -12.2% |
| 6M | -18.0% | +16.5% | -34.5% | -21.6% |
| YTD | -7.2% | +33.7% | -41.0% | -13.0% |
| 1Y | +2.9% | +49.7% | -46.8% | -3.9% |
| All | +2.9% | +47.5% | -44.7% | -3.9% |
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