-75.2%
PCG vs WCC
+509.2%
-584.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.2% | +3.0% |
| 7D | +5.4% | +8.5% | -3.1% | +3.3% |
| 30D | -15.1% | -1.0% | -14.1% | -15.1% |
| 3M | -9.8% | +2.1% | -11.9% | -11.2% |
| 6M | -18.0% | +36.8% | -54.8% | -25.6% |
| YTD | -7.2% | +47.7% | -55.0% | -17.9% |
| 1Y | +2.9% | +66.5% | -63.6% | -12.4% |
| 3Y | -11.1% | +134.2% | -145.2% | -35.2% |
| 5Y | +61.8% | +231.6% | -169.9% | -0.8% |
| 10Y | -75.2% | +508.1% | -583.3% | -90.7% |
| All | -75.2% | +509.2% | -584.4% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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