+12.0%
WBD vs PCG
-75.6%
+87.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +4.2% | -18.9% | +23.1% | +5.7% |
| 3M | +7.5% | -15.8% | +23.4% | +8.7% |
| 6M | +1.6% | -22.6% | +24.1% | +3.3% |
| YTD | -2.2% | -12.2% | +10.0% | -1.6% |
| 1Y | +124.9% | -7.1% | +132.0% | +125.0% |
| 3Y | +149.1% | -15.8% | +164.9% | +151.2% |
| 5Y | +7.8% | +53.3% | -45.5% | +5.1% |
| All | +12.0% | -75.6% | +87.6% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling