+105.7%
PCG vs WY
+688.1%
-582.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | -13.9% | -1.7% | -12.1% | -13.4% |
| 30D | -16.9% | -10.1% | -6.8% | -14.3% |
| 3M | -14.7% | -5.1% | -9.6% | -13.6% |
| 6M | -23.8% | -4.8% | -19.0% | -23.0% |
| YTD | -10.5% | -0.2% | -10.3% | -10.9% |
| 1Y | -5.1% | -6.6% | +1.5% | -3.9% |
| 3Y | -11.6% | -22.7% | +11.1% | -6.6% |
| 5Y | +59.0% | -22.2% | +81.2% | +66.0% |
| 10Y | -75.7% | +7.3% | -83.0% | -77.6% |
| All | +105.7% | +688.1% | -582.4% | +21.9% |
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