-18.3%
PCG vs WWD
+148.2%
-166.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +2.2% | +4.0% | -1.8% | +1.7% |
| 30D | +0.8% | +0.4% | +0.4% | +0.6% |
| 3M | -23.8% | -7.9% | -15.9% | -23.2% |
| 6M | -19.6% | -10.6% | -9.0% | -19.1% |
| YTD | -16.7% | +9.4% | -26.1% | -18.7% |
| 1Y | -19.4% | +25.7% | -45.1% | -23.0% |
| 3Y | -18.3% | +148.5% | -166.8% | -32.8% |
| All | -18.3% | +148.2% | -166.5% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling