+10.1%
PCG vs WAB
+4,092.2%
-4,082.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -13.9% | -3.2% | -10.6% | -13.3% |
| 30D | -16.9% | -4.4% | -12.4% | -16.1% |
| 3M | -14.7% | +7.9% | -22.6% | -16.1% |
| 6M | -23.8% | +8.7% | -32.5% | -25.2% |
| YTD | -10.5% | +33.0% | -43.5% | -15.3% |
| 1Y | -5.1% | +46.7% | -51.8% | -12.0% |
| 3Y | -11.6% | +153.0% | -164.6% | -26.4% |
| 5Y | +59.0% | +222.3% | -163.3% | +26.3% |
| 10Y | -75.7% | +291.0% | -366.7% | -81.9% |
| All | +10.1% | +4,092.2% | -4,082.1% | -38.9% |
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 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