+16.0%
PCG vs WST
-7.2%
+23.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.8% |
| 7D | 0.0% | -5.8% | +5.8% | +0.7% |
| 30D | +5.8% | +5.3% | +0.5% | +5.2% |
| 3M | -22.8% | +11.8% | -34.6% | -23.8% |
| 6M | -18.4% | +26.7% | -45.1% | -20.9% |
| YTD | -16.9% | +43.0% | -59.8% | -20.8% |
| 1Y | -17.6% | +38.9% | -56.5% | -21.3% |
| 3Y | -20.0% | +18.2% | -38.1% | -24.9% |
| 5Y | +16.0% | -1.5% | +17.5% | +13.5% |
| All | +16.0% | -7.2% | +23.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling