-21.0%
PCG vs WSM
+245.0%
-266.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +1.4% | +6.0% | -4.6% | +0.6% |
| 3M | -23.4% | +3.2% | -26.6% | -23.7% |
| 6M | -19.4% | +37.1% | -56.5% | -22.2% |
| YTD | -18.5% | +44.2% | -62.7% | -22.0% |
| 1Y | -19.5% | +34.2% | -53.7% | -22.5% |
| 3Y | -21.0% | +249.3% | -270.2% | -38.6% |
| All | -21.0% | +245.0% | -266.0% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling