+16.4%
PCG vs WWD
+161.2%
-144.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.1% |
| 7D | 0.0% | -2.6% | +2.6% | +0.4% |
| 30D | +5.8% | -7.7% | +13.6% | +7.3% |
| 3M | -22.8% | -17.7% | -5.0% | -20.0% |
| 6M | -18.4% | -15.9% | -2.5% | -16.5% |
| YTD | -16.9% | +1.8% | -18.6% | -18.8% |
| 1Y | -17.6% | +17.4% | -35.0% | -22.4% |
| 3Y | -20.0% | +137.1% | -157.1% | -39.5% |
| All | +16.4% | +161.2% | -144.8% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling