-76.7%
PCG vs WST
+466.7%
-543.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.7% |
| 7D | -1.1% | +1.3% | -2.3% | -1.3% |
| 30D | +0.1% | +12.9% | -12.8% | -2.2% |
| 3M | -24.4% | +16.7% | -41.1% | -26.7% |
| 6M | -17.7% | +26.8% | -44.5% | -21.6% |
| YTD | -17.4% | +50.5% | -67.9% | -24.4% |
| 1Y | -19.4% | +52.9% | -72.3% | -26.5% |
| 3Y | -18.6% | +23.9% | -42.5% | -26.9% |
| 5Y | +10.2% | +1.0% | +9.2% | +2.8% |
| 10Y | -76.7% | +451.4% | -528.1% | -87.9% |
| All | -76.7% | +466.7% | -543.4% | -87.9% |
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