-16.0%
PCG vs WAT
+32.9%
-48.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.8% |
| 7D | +1.9% | -1.9% | +3.8% | +1.9% |
| 30D | +8.5% | +6.2% | +2.3% | +8.4% |
| 3M | -22.9% | +18.1% | -40.9% | -23.2% |
| 6M | -16.8% | +54.9% | -71.6% | -18.5% |
| YTD | -15.8% | +23.1% | -38.9% | -17.1% |
| 1Y | -16.0% | +27.3% | -43.3% | -17.5% |
| All | -16.0% | +32.9% | -48.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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