+61.8%
PCG vs WY
-21.5%
+83.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.1% | +4.1% |
| 7D | +5.4% | -2.1% | +7.5% | +6.2% |
| 30D | -15.1% | -10.5% | -4.6% | -11.8% |
| 3M | -9.8% | -4.9% | -4.9% | -8.5% |
| 6M | -18.0% | -4.9% | -13.1% | -16.9% |
| YTD | -7.2% | -1.7% | -5.6% | -7.4% |
| 1Y | +2.9% | -9.4% | +12.2% | +5.6% |
| 3Y | -11.1% | -22.3% | +11.2% | -5.1% |
| 5Y | +61.8% | -20.5% | +82.3% | +78.4% |
| All | +61.8% | -21.5% | +83.3% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling