+526.5%
PG vs WCC
+1,734.6%
-1,208.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -3.4% | +6.8% | -10.2% | -3.9% |
| 30D | -2.6% | -3.0% | +0.4% | -2.4% |
| 3M | -3.3% | +0.2% | -3.5% | -3.6% |
| 6M | -6.7% | +33.2% | -39.9% | -9.3% |
| YTD | +1.7% | +45.8% | -44.1% | -1.9% |
| 1Y | -7.9% | +68.4% | -76.3% | -12.5% |
| 3Y | +0.9% | +131.1% | -130.2% | -8.4% |
| 5Y | +12.6% | +225.6% | -213.0% | -2.6% |
| 10Y | +117.2% | +534.2% | -417.0% | +69.1% |
| All | +526.5% | +1,734.6% | -1,208.1% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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