-77.2%
PCG vs WM
+348.7%
-425.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.9% |
| 7D | 0.0% | +4.5% | -4.5% | -2.4% |
| 30D | +5.8% | +16.1% | -10.2% | -3.1% |
| 3M | -22.8% | +8.0% | -30.8% | -26.4% |
| 6M | -18.4% | +8.4% | -26.8% | -22.7% |
| YTD | -16.9% | +11.2% | -28.1% | -22.8% |
| 1Y | -17.6% | +22.3% | -39.9% | -27.9% |
| 3Y | -20.0% | +50.2% | -70.2% | -40.1% |
| 5Y | +16.0% | +63.3% | -47.3% | -19.0% |
| All | -77.2% | +348.7% | -425.9% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling