-75.2%
PCG vs WAT
+153.6%
-228.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.0% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | -15.1% | -1.0% | -14.1% | -15.0% |
| 3M | -9.8% | +10.9% | -20.7% | -12.1% |
| 6M | -18.0% | +33.2% | -51.2% | -23.8% |
| YTD | -7.2% | +6.1% | -13.3% | -9.6% |
| 1Y | +2.9% | +30.2% | -27.4% | -4.9% |
| 3Y | -11.1% | +52.9% | -64.0% | -24.2% |
| 5Y | +61.8% | -5.1% | +66.9% | +54.7% |
| 10Y | -75.2% | +152.6% | -227.8% | -82.3% |
| All | -75.2% | +153.6% | -228.8% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling