-10.5%
PCG vs WWD
+166.3%
-176.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.3% |
| 7D | -13.9% | +1.3% | -15.1% | -14.0% |
| 30D | -16.9% | -7.2% | -9.7% | -16.2% |
| 3M | -14.7% | -3.8% | -10.9% | -14.8% |
| 6M | -23.8% | -9.9% | -13.9% | -23.4% |
| YTD | -10.5% | +14.8% | -25.3% | -13.1% |
| 1Y | -5.1% | +42.1% | -47.2% | -11.1% |
| All | -10.5% | +166.3% | -176.8% | -28.7% |
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 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