+653.4%
WDC vs PCG
-77.2%
+730.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.5% | +9.7% |
| 7D | -14.4% | -1.1% | -13.4% | -14.3% |
| 30D | -27.1% | +0.1% | -27.1% | -27.0% |
| 3M | -33.3% | -24.4% | -8.8% | -31.2% |
| 6M | -39.6% | -17.7% | -21.9% | -38.6% |
| YTD | +68.4% | -17.4% | +85.8% | +70.9% |
| 1Y | +78.2% | -19.4% | +97.5% | +81.2% |
| 3Y | +772.0% | -18.6% | +790.6% | +779.4% |
| 5Y | +584.9% | +10.2% | +574.7% | +563.1% |
| 10Y | +653.4% | -76.7% | +730.1% | +647.0% |
| All | +653.4% | -77.2% | +730.7% | +647.0% |
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 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