+54.5%
PCG vs WU
-50.7%
+105.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -13.9% | -0.8% | -13.0% | -13.7% |
| 30D | -16.9% | -1.1% | -15.8% | -16.7% |
| 3M | -14.7% | -3.9% | -10.9% | -14.7% |
| 6M | -23.8% | -20.7% | -3.2% | -20.9% |
| YTD | -10.5% | -18.4% | +7.9% | -7.8% |
| 1Y | -5.1% | -8.1% | +3.0% | -5.3% |
| 3Y | -11.6% | -24.2% | +12.6% | -9.1% |
| All | +54.5% | -50.7% | +105.1% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling