+129.7%
WMT vs PCG
+61.3%
+68.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.7% | -1.5% |
| 7D | +0.1% | +5.4% | -5.3% | -0.7% |
| 30D | -5.0% | -15.1% | +10.2% | -3.2% |
| 3M | -11.3% | -9.8% | -1.5% | -10.7% |
| 6M | -13.8% | -18.0% | +4.2% | -11.9% |
| YTD | -4.2% | -7.2% | +3.0% | -4.0% |
| 1Y | +4.6% | +2.9% | +1.7% | +3.1% |
| 3Y | +100.5% | -11.1% | +111.6% | +100.3% |
| 5Y | +129.7% | +61.8% | +67.9% | +111.8% |
| All | +129.7% | +61.3% | +68.4% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling