+178.4%
WMT vs PCG
+10.2%
+168.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | +2.0% | +2.2% | -0.1% | +1.7% |
| 30D | +10.3% | +0.8% | +9.5% | +10.1% |
| 3M | +11.0% | -23.8% | +34.8% | +14.6% |
| 6M | -2.3% | -19.6% | +17.3% | -0.2% |
| YTD | +15.7% | -16.7% | +32.4% | +17.6% |
| 1Y | +26.0% | -19.4% | +45.3% | +28.7% |
| 3Y | +136.5% | -18.3% | +154.8% | +138.8% |
| All | +178.4% | +10.2% | +168.2% | +166.7% |
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