-20.0%
PCG vs WAB
+171.1%
-191.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -2.0% | +7.9% | -9.9% | -4.0% |
| 30D | -2.7% | +4.9% | -7.6% | -4.1% |
| 3M | -25.1% | +1.8% | -26.9% | -25.5% |
| 6M | -22.3% | +12.0% | -34.3% | -25.0% |
| YTD | -18.5% | +41.3% | -59.8% | -26.2% |
| 1Y | -21.8% | +43.8% | -65.7% | -29.6% |
| All | -20.0% | +171.1% | -191.2% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling