+298.2%
WBD vs PCG
-37.9%
+336.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.7% |
| 7D | -1.8% | -13.9% | +12.0% | -0.2% |
| 30D | +8.8% | -16.9% | +25.6% | +11.0% |
| 3M | +4.6% | -14.7% | +19.4% | +6.3% |
| 6M | +1.1% | -23.8% | +24.9% | +4.1% |
| YTD | -2.0% | -10.5% | +8.5% | -1.3% |
| 1Y | +140.0% | -5.1% | +145.1% | +139.5% |
| 3Y | +144.4% | -11.6% | +156.0% | +145.9% |
| 5Y | -0.2% | +59.0% | -59.2% | -6.1% |
| 10Y | +9.1% | -75.7% | +84.9% | +36.6% |
| All | +298.2% | -37.9% | +336.1% | +204.0% |
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