-19.2%
PCG vs WAT
+86.6%
-105.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -0.5% | +9.0% | -9.4% | -1.4% |
| 3M | -24.0% | +13.5% | -37.4% | -25.0% |
| 6M | -18.6% | +35.3% | -53.9% | -21.6% |
| YTD | -17.7% | +24.0% | -41.6% | -20.1% |
| 1Y | -20.0% | +22.0% | -42.0% | -22.2% |
| All | -19.2% | +86.6% | -105.8% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling