+9.3%
PCG vs WAB
+214.2%
-204.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +2.2% | +5.1% | -2.9% | +0.2% |
| 30D | +0.8% | +4.0% | -3.2% | -0.9% |
| 3M | -23.8% | +0.1% | -23.9% | -23.9% |
| 6M | -19.6% | +12.8% | -32.4% | -23.7% |
| YTD | -16.7% | +40.1% | -56.8% | -27.6% |
| 1Y | -19.4% | +46.4% | -65.8% | -31.2% |
| 3Y | -18.3% | +167.4% | -185.7% | -48.9% |
| All | +9.3% | +214.2% | -204.9% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling