+91.1%
PCG vs WST
+14,250.0%
-14,158.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.5% |
| 7D | 0.0% | -5.8% | +5.8% | +1.1% |
| 30D | +5.8% | +5.3% | +0.5% | +4.8% |
| 3M | -22.8% | +11.8% | -34.6% | -24.4% |
| 6M | -18.4% | +26.7% | -45.1% | -22.2% |
| YTD | -16.9% | +43.0% | -59.8% | -22.8% |
| 1Y | -17.6% | +38.9% | -56.5% | -23.2% |
| 3Y | -20.0% | +18.2% | -38.1% | -26.8% |
| 5Y | +16.0% | -1.5% | +17.5% | +7.8% |
| 10Y | -76.7% | +439.0% | -515.7% | -84.8% |
| All | +91.1% | +14,250.0% | -14,158.9% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling