+4.2%
WBD vs PCG
+61.3%
-57.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.8% |
| 7D | -0.7% | +5.4% | -6.1% | -2.8% |
| 30D | +5.0% | -15.1% | +20.1% | +10.2% |
| 3M | +6.2% | -9.8% | +16.0% | +8.3% |
| 6M | +0.6% | -18.0% | +18.6% | +6.5% |
| YTD | -2.4% | -7.2% | +4.8% | -2.9% |
| 1Y | +127.7% | +2.9% | +124.8% | +114.3% |
| 3Y | +148.4% | -11.1% | +159.5% | +146.2% |
| 5Y | +4.2% | +61.8% | -57.6% | -23.8% |
| All | +4.2% | +61.3% | -57.0% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling