-21.0%
PCG vs WCN
+45.2%
-66.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -1.6% | +2.9% | -4.5% | -2.2% |
| 30D | +1.4% | +22.1% | -20.7% | -3.4% |
| 3M | -23.4% | +13.2% | -36.6% | -25.6% |
| 6M | -19.4% | +23.7% | -43.1% | -23.7% |
| YTD | -18.5% | +8.7% | -27.2% | -20.1% |
| 1Y | -19.5% | +15.3% | -34.9% | -22.9% |
| 3Y | -21.0% | +46.0% | -67.0% | -33.7% |
| All | -21.0% | +45.2% | -66.1% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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