-75.3%
PCG vs WY
+5.8%
-81.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.0% |
| 7D | +6.5% | -1.7% | +8.1% | +7.3% |
| 30D | -16.7% | -9.9% | -6.9% | -12.5% |
| 3M | -14.2% | -7.5% | -6.7% | -11.4% |
| 6M | -21.5% | -5.1% | -16.3% | -20.0% |
| YTD | -11.2% | -2.1% | -9.1% | -11.3% |
| 1Y | -4.2% | -7.3% | +3.1% | -2.1% |
| 3Y | -14.9% | -22.6% | +7.8% | -7.4% |
| 5Y | +54.2% | -19.8% | +74.0% | +59.8% |
| 10Y | -75.3% | +9.6% | -84.9% | -80.2% |
| All | -75.3% | +5.8% | -81.1% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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