+6.2%
WMT vs PCG
-4.6%
+10.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | -6.4% | -18.9% | +12.5% | -4.8% |
| 3M | -12.1% | -15.8% | +3.7% | -11.6% |
| 6M | -15.0% | -22.6% | +7.6% | -12.7% |
| YTD | -4.5% | -12.2% | +7.7% | -3.6% |
| 1Y | +6.2% | -7.1% | +13.3% | +7.3% |
| All | +6.2% | -4.6% | +10.8% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling