+91.1%
PCG vs WSM
+40,107.9%
-40,016.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.5% | +3.1% | -3.5% | -0.8% |
| 30D | +0.8% | +8.5% | -7.7% | -0.1% |
| 3M | -22.0% | +4.6% | -26.6% | -22.4% |
| 6M | -17.1% | +44.5% | -61.6% | -20.1% |
| YTD | -16.9% | +48.4% | -65.3% | -20.3% |
| 1Y | -19.1% | +36.2% | -55.3% | -21.8% |
| 3Y | -19.4% | +268.8% | -288.2% | -30.6% |
| 5Y | +9.0% | +185.2% | -176.2% | -5.4% |
| 10Y | -76.2% | +1,175.8% | -1,252.0% | -82.6% |
| All | +91.1% | +40,107.9% | -40,016.8% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling