-13.8%
PCG vs WY
-21.8%
+8.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | -13.9% | -1.7% | -12.1% | -13.3% |
| 30D | -16.9% | -10.1% | -6.8% | -14.1% |
| 3M | -14.7% | -5.1% | -9.6% | -13.5% |
| 6M | -23.8% | -4.8% | -19.0% | -22.9% |
| YTD | -10.5% | -0.2% | -10.3% | -11.0% |
| 1Y | -5.1% | -6.6% | +1.5% | -3.7% |
| All | -13.8% | -21.8% | +8.0% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling