-76.0%
PCG vs WST
+321.8%
-397.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -13.9% | +0.7% | -14.6% | -14.0% |
| 30D | -16.9% | -3.1% | -13.7% | -16.4% |
| 3M | -14.7% | +7.2% | -21.9% | -16.1% |
| 6M | -23.8% | +36.8% | -60.6% | -28.8% |
| YTD | -10.5% | +23.8% | -34.3% | -14.9% |
| 1Y | -5.1% | +37.8% | -42.9% | -12.0% |
| 3Y | -11.6% | -15.9% | +4.3% | -13.0% |
| 5Y | +59.0% | -25.8% | +84.8% | +59.6% |
| All | -76.0% | +321.8% | -397.8% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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