-77.6%
PCG vs WM
+339.4%
-417.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.8% |
| 7D | -1.6% | +1.2% | -2.8% | -2.3% |
| 30D | +1.4% | +13.1% | -11.7% | -5.8% |
| 3M | -23.4% | +3.6% | -27.0% | -25.3% |
| 6M | -19.4% | +8.1% | -27.5% | -23.5% |
| YTD | -18.5% | +8.9% | -27.4% | -23.5% |
| 1Y | -19.5% | +20.3% | -39.9% | -28.9% |
| 3Y | -21.0% | +46.2% | -67.2% | -39.9% |
| 5Y | +13.7% | +59.9% | -46.2% | -19.7% |
| All | -77.6% | +339.4% | -417.0% | -90.0% |
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