-77.6%
PCG vs WST
+441.1%
-518.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.3% |
| 7D | -1.6% | -3.1% | +1.5% | -1.0% |
| 30D | +1.4% | +9.1% | -7.7% | -0.3% |
| 3M | -23.4% | +14.7% | -38.1% | -25.5% |
| 6M | -19.4% | +28.0% | -47.4% | -23.4% |
| YTD | -18.5% | +45.6% | -64.1% | -24.9% |
| 1Y | -19.5% | +45.7% | -65.2% | -26.0% |
| 3Y | -21.0% | +21.1% | -42.1% | -28.8% |
| 5Y | +13.7% | +0.3% | +13.4% | +5.8% |
| All | -77.6% | +441.1% | -518.8% | -88.4% |
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