+433.7%
WMT vs PCG
-76.0%
+509.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | 0.0% |
| 7D | -0.2% | +6.5% | -6.7% | -0.5% |
| 30D | -5.8% | -16.7% | +10.9% | -5.3% |
| 3M | -10.8% | -14.2% | +3.4% | -10.4% |
| 6M | -14.3% | -21.5% | +7.1% | -13.7% |
| YTD | -4.4% | -11.2% | +6.8% | -4.1% |
| 1Y | +4.3% | -4.2% | +8.5% | +4.3% |
| 3Y | +100.1% | -14.9% | +114.9% | +100.6% |
| 5Y | +130.8% | +54.2% | +76.6% | +127.2% |
| 10Y | +433.7% | -75.3% | +509.0% | +454.6% |
| All | +433.7% | -76.0% | +509.7% | +454.6% |
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 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