-24.5%
PCG vs WCC
+1,380.5%
-1,405.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.6% | +8.3% | +0.2% |
| 7D | 0.0% | -21.9% | +21.9% | +3.7% |
| 30D | +5.8% | -25.4% | +31.3% | +10.4% |
| 3M | -22.8% | -23.1% | +0.3% | -20.0% |
| 6M | -18.4% | -18.1% | -0.4% | -16.8% |
| YTD | -16.9% | +17.7% | -34.5% | -20.4% |
| 1Y | -17.6% | +12.4% | -30.0% | -20.7% |
| 3Y | -20.0% | +105.9% | -125.8% | -32.3% |
| 5Y | +16.0% | +116.8% | -100.8% | -5.1% |
| 10Y | -76.7% | +456.1% | -532.8% | -84.6% |
| All | -24.5% | +1,380.5% | -1,405.0% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling