-77.6%
PCG vs WWD
+461.1%
-538.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.4% | -3.1% |
| 7D | -1.6% | +4.2% | -5.7% | -3.1% |
| 30D | +1.4% | -2.1% | +3.5% | +1.8% |
| 3M | -23.4% | -13.2% | -10.2% | -20.0% |
| 6M | -19.4% | -16.9% | -2.5% | -15.4% |
| YTD | -18.5% | +5.2% | -23.7% | -22.5% |
| 1Y | -19.5% | +20.6% | -40.1% | -27.7% |
| 3Y | -21.0% | +146.3% | -167.3% | -48.6% |
| 5Y | +13.7% | +171.3% | -157.6% | -31.3% |
| All | -77.6% | +461.1% | -538.7% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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