-75.3%
PCG vs WSM
+997.3%
-1,072.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.2% |
| 7D | +6.5% | +2.6% | +3.8% | +6.0% |
| 30D | -16.7% | -9.3% | -7.4% | -15.3% |
| 3M | -14.2% | +7.1% | -21.3% | -15.1% |
| 6M | -21.5% | +21.7% | -43.2% | -24.1% |
| YTD | -11.2% | +28.7% | -39.9% | -15.1% |
| 1Y | -4.2% | +13.9% | -18.1% | -6.8% |
| 3Y | -14.9% | +232.2% | -247.0% | -33.7% |
| 5Y | +54.2% | +176.4% | -122.1% | +20.3% |
| 10Y | -75.3% | +1,072.4% | -1,147.7% | -86.7% |
| All | -75.3% | +997.3% | -1,072.6% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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