+712.3%
WDC vs PCG
-21.6%
+733.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.3% |
| 7D | -28.0% | -1.6% | -26.4% | -27.9% |
| 30D | -34.9% | +1.4% | -36.3% | -34.9% |
| 3M | -41.6% | -23.4% | -18.2% | -41.0% |
| 6M | -45.4% | -19.4% | -26.0% | -45.2% |
| YTD | +53.3% | -18.5% | +71.8% | +54.5% |
| 1Y | +61.5% | -19.5% | +81.1% | +63.3% |
| 3Y | +712.3% | -21.0% | +733.3% | +721.8% |
| All | +712.3% | -21.6% | +733.9% | +721.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling