+282.1%
WBD vs PCG
-30.4%
+312.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.5% | -2.3% | +2.8% | +0.8% |
| 30D | -1.6% | -12.6% | +11.0% | +0.2% |
| 3M | -0.9% | -1.7% | +0.8% | -0.8% |
| 6M | +19.6% | -2.1% | +21.7% | +19.6% |
| YTD | -5.9% | +0.3% | -6.2% | -6.1% |
| 1Y | +200.9% | -5.6% | +206.5% | +201.8% |
| 3Y | +101.4% | -6.4% | +107.8% | +102.2% |
| 5Y | -27.8% | +49.0% | -76.8% | -31.5% |
| 10Y | -4.1% | -71.0% | +66.9% | +15.0% |
| All | +282.1% | -30.4% | +312.5% | +189.1% |
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