+0.3%
PCG vs WAB
+4,103.0%
-4,102.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | +1.4% | +0.4% | +1.0% | +1.3% |
| 3M | -23.4% | -3.8% | -19.5% | -22.9% |
| 6M | -19.4% | +5.1% | -24.5% | -20.3% |
| YTD | -18.5% | +33.3% | -51.8% | -23.0% |
| 1Y | -19.5% | +39.8% | -59.4% | -24.7% |
| 3Y | -21.0% | +161.1% | -182.0% | -34.6% |
| 5Y | +13.7% | +209.5% | -195.7% | -9.1% |
| 10Y | -77.2% | +293.8% | -371.0% | -83.0% |
| All | +0.3% | +4,103.0% | -4,102.8% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling