-10.4%
PCG vs WETO
-99.4%
+88.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.1% |
| 7D | +0.5% | -19.9% | +20.4% | +0.5% |
| 30D | -18.9% | -42.7% | +23.8% | -17.8% |
| 3M | -15.8% | -97.7% | +81.9% | -14.4% |
| 6M | -22.6% | -94.4% | +71.9% | -22.2% |
| YTD | -12.2% | -97.0% | +84.8% | -10.8% |
| 1Y | -7.1% | -98.9% | +91.8% | -3.8% |
| All | -10.4% | -99.4% | +88.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling