-75.2%
PCG vs WU
-41.4%
-33.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +4.4% |
| 7D | +5.4% | -0.8% | +6.3% | +5.5% |
| 30D | -15.1% | -1.1% | -14.0% | -14.9% |
| 3M | -9.8% | -1.8% | -8.0% | -10.5% |
| 6M | -18.0% | -23.9% | +5.9% | -11.9% |
| YTD | -7.2% | -20.4% | +13.2% | -2.2% |
| 1Y | +2.9% | -10.6% | +13.4% | +3.3% |
| 3Y | -11.1% | -27.7% | +16.6% | -5.7% |
| 5Y | +61.8% | -51.1% | +112.9% | +97.0% |
| 10Y | -75.2% | -40.7% | -34.4% | -72.9% |
| All | -75.2% | -41.4% | -33.8% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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