+105.7%
PCG vs WSM
+34,755.7%
-34,650.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.2% |
| 7D | -13.9% | -3.3% | -10.6% | -13.5% |
| 30D | -16.9% | -8.4% | -8.5% | -16.1% |
| 3M | -14.7% | +9.7% | -24.4% | -15.5% |
| 6M | -23.8% | +16.7% | -40.5% | -25.1% |
| YTD | -10.5% | +28.7% | -39.2% | -12.9% |
| 1Y | -5.1% | +13.7% | -18.8% | -6.6% |
| 3Y | -11.6% | +230.1% | -241.7% | -23.0% |
| 5Y | +59.0% | +179.0% | -119.9% | +38.3% |
| 10Y | -75.7% | +1,002.5% | -1,078.3% | -82.1% |
| All | +105.7% | +34,755.7% | -34,650.0% | +10.4% |
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