+54.5%
PCG vs WCN
+30.3%
+24.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.9% |
| 7D | -13.9% | -0.6% | -13.2% | -13.6% |
| 30D | -16.9% | +0.4% | -17.3% | -17.0% |
| 3M | -14.7% | +7.3% | -22.1% | -17.2% |
| 6M | -23.8% | -2.5% | -21.3% | -23.4% |
| YTD | -10.5% | -5.4% | -5.1% | -9.1% |
| 1Y | -5.1% | -8.5% | +3.3% | -2.4% |
| 3Y | -11.6% | +20.8% | -32.4% | -21.4% |
| All | +54.5% | +30.3% | +24.1% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling