-15.6%
WMT vs PCG
-24.3%
+8.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | +3.9% | -13.9% | +17.8% | +4.5% |
| 30D | -4.4% | -16.9% | +12.5% | -3.7% |
| 3M | -8.8% | -14.7% | +5.9% | -9.4% |
| 6M | -15.6% | -23.8% | +8.2% | -10.9% |
| All | -15.6% | -24.3% | +8.7% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling