+105.7%
PCG vs WM
+26,336.4%
-26,230.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.6% |
| 7D | -13.9% | -0.3% | -13.6% | -13.8% |
| 30D | -16.9% | -2.4% | -14.5% | -16.5% |
| 3M | -14.7% | +0.4% | -15.2% | -14.8% |
| 6M | -23.8% | -9.5% | -14.3% | -22.6% |
| YTD | -10.5% | +0.5% | -11.0% | -10.7% |
| 1Y | -5.1% | -1.1% | -4.0% | -5.1% |
| 3Y | -11.6% | +46.0% | -57.6% | -17.4% |
| 5Y | +59.0% | +51.8% | +7.2% | +47.7% |
| 10Y | -75.7% | +307.5% | -383.3% | -80.2% |
| All | +105.7% | +26,336.4% | -26,230.7% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling