+91.1%
PCG vs WY
+606.3%
-515.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.4% |
| 7D | -0.5% | +0.2% | -0.6% | -0.6% |
| 30D | +0.8% | +8.0% | -7.2% | -1.6% |
| 3M | -22.0% | -17.7% | -4.4% | -17.9% |
| 6M | -17.1% | -10.8% | -6.3% | -14.9% |
| YTD | -16.9% | -10.6% | -6.3% | -14.9% |
| 1Y | -19.1% | -5.7% | -13.3% | -18.5% |
| 3Y | -19.4% | -24.8% | +5.3% | -14.5% |
| 5Y | +9.0% | -31.7% | +40.7% | +17.9% |
| 10Y | -76.2% | +2.9% | -79.1% | -77.7% |
| All | +91.1% | +606.3% | -515.2% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling