-37.7%
PCG vs WPM
+5,967.5%
-6,005.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | -13.9% | +1.1% | -14.9% | -14.0% |
| 30D | -16.9% | +26.4% | -43.2% | -18.7% |
| 3M | -14.7% | +20.8% | -35.6% | -16.5% |
| 6M | -23.8% | +1.1% | -24.9% | -24.3% |
| YTD | -10.5% | +32.5% | -43.0% | -13.6% |
| 1Y | -5.1% | +51.5% | -56.6% | -9.8% |
| 3Y | -11.6% | +267.0% | -278.6% | -23.2% |
| 5Y | +59.0% | +250.1% | -191.1% | +37.6% |
| 10Y | -75.7% | +540.4% | -616.1% | -80.5% |
| All | -37.7% | +5,967.5% | -6,005.2% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling