+21.9%
PCG vs WWD
+15,408.5%
-15,386.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.2% |
| 7D | -13.9% | +1.3% | -15.1% | -14.0% |
| 30D | -16.9% | -7.2% | -9.7% | -15.7% |
| 3M | -14.7% | -3.8% | -10.9% | -14.5% |
| 6M | -23.8% | -9.9% | -13.9% | -22.9% |
| YTD | -10.5% | +14.8% | -25.3% | -13.9% |
| 1Y | -5.1% | +42.1% | -47.2% | -12.9% |
| 3Y | -11.6% | +170.8% | -182.4% | -29.7% |
| 5Y | +59.0% | +197.5% | -138.5% | +22.6% |
| 10Y | -75.7% | +477.8% | -553.6% | -83.6% |
| All | +21.9% | +15,408.5% | -15,386.6% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling