+14.1%
PCG vs WCN
+45.6%
-31.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -1.6% | +2.9% | -4.5% | -2.5% |
| 30D | +1.4% | +22.1% | -20.7% | -5.9% |
| 3M | -23.4% | +13.2% | -36.6% | -26.9% |
| 6M | -19.4% | +23.7% | -43.1% | -25.8% |
| YTD | -18.5% | +8.7% | -27.2% | -21.4% |
| 1Y | -19.5% | +15.3% | -34.9% | -24.6% |
| 3Y | -21.0% | +46.0% | -67.0% | -35.2% |
| All | +14.1% | +45.6% | -31.5% | -7.0% |
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