-76.7%
PCG vs WWD
+494.7%
-571.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | -0.4% |
| 7D | -1.1% | +4.2% | -5.2% | -2.6% |
| 30D | +0.1% | -0.8% | +0.9% | 0.0% |
| 3M | -24.4% | -8.2% | -16.3% | -22.6% |
| 6M | -17.7% | -9.8% | -7.8% | -16.0% |
| YTD | -17.4% | +10.4% | -27.8% | -22.8% |
| 1Y | -19.4% | +25.5% | -44.8% | -28.6% |
| 3Y | -18.6% | +155.8% | -174.4% | -47.9% |
| 5Y | +10.2% | +187.3% | -177.1% | -35.1% |
| 10Y | -76.7% | +462.7% | -539.4% | -88.7% |
| All | -76.7% | +494.7% | -571.4% | -88.7% |
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