-9.4%
PCG vs WETO
-99.4%
+90.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.1% | +0.9% | -4.2% |
| 7D | +6.5% | -38.7% | +45.1% | +6.5% |
| 30D | -16.7% | -51.3% | +34.6% | -15.7% |
| 3M | -14.2% | -97.8% | +83.7% | -12.7% |
| 6M | -21.5% | -94.8% | +73.3% | -21.1% |
| YTD | -11.2% | -97.2% | +86.0% | -9.8% |
| 1Y | -4.2% | -98.9% | +94.7% | -0.8% |
| All | -9.4% | -99.4% | +90.0% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling