-16.0%
PCG vs WM
+21.9%
-37.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +1.9% | +5.9% | -4.0% | +0.9% |
| 30D | +8.5% | +15.4% | -6.9% | +5.0% |
| 3M | -22.9% | +6.3% | -29.2% | -23.9% |
| 6M | -16.8% | +5.6% | -22.3% | -18.3% |
| YTD | -15.8% | +9.9% | -25.7% | -18.0% |
| 1Y | -16.0% | +20.8% | -36.8% | -16.3% |
| All | -16.0% | +21.9% | -37.9% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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