-5.1%
PCG vs WETO
-98.9%
+93.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -20.8% | +23.2% | +2.4% |
| 7D | -13.9% | -55.4% | +41.6% | -13.9% |
| 30D | -16.9% | -48.5% | +31.6% | -15.4% |
| 3M | -14.7% | -97.5% | +82.8% | -14.5% |
| 6M | -23.8% | -94.2% | +70.4% | -23.0% |
| YTD | -10.5% | -97.0% | +86.5% | -9.9% |
| 1Y | -5.1% | -98.9% | +93.8% | -5.7% |
| All | -5.1% | -98.9% | +93.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling