+219.5%
WBD vs PCG
-28.9%
+248.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +1.0% | +3.4% | -2.5% | +0.5% |
| 30D | +26.7% | -1.3% | +28.0% | +26.9% |
| 3M | +91.1% | +9.9% | +81.3% | +88.5% |
| 6M | +164.8% | -3.7% | +168.5% | +165.5% |
| YTD | +114.5% | -17.8% | +132.3% | +119.5% |
| 1Y | +141.9% | -18.4% | +160.4% | +147.8% |
| 3Y | +120.7% | +10.5% | +110.3% | +117.7% |
| 5Y | +8.3% | +64.0% | -55.7% | +1.2% |
| 10Y | -21.9% | -65.9% | +44.0% | -13.2% |
| All | +219.5% | -28.9% | +248.5% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling