-19.6%
PCG vs WPM
+40.9%
-60.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.3% | +0.9% |
| 7D | -1.1% | +20.8% | -21.9% | -2.5% |
| 30D | +0.1% | +3.8% | -3.7% | -0.3% |
| 3M | -24.4% | +7.4% | -31.8% | -24.7% |
| 6M | -17.7% | +4.0% | -21.6% | -17.7% |
| YTD | -17.4% | +23.0% | -40.4% | -20.0% |
| All | -19.6% | +40.9% | -60.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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