+10,587.9%
WMT vs PCG
+87.1%
+10,500.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +11.1% | -0.5% | +11.6% | +11.2% |
| 3M | +11.2% | -24.0% | +35.2% | +13.6% |
| 6M | -1.3% | -18.6% | +17.3% | +0.1% |
| YTD | +13.5% | -17.7% | +31.2% | +15.0% |
| 1Y | +22.5% | -20.0% | +42.5% | +24.4% |
| 3Y | +134.1% | -20.2% | +154.4% | +136.6% |
| 5Y | +170.3% | +8.4% | +161.9% | +164.0% |
| 10Y | +525.5% | -76.4% | +601.9% | +547.6% |
| All | +10,587.9% | +87.1% | +10,500.8% | +4,558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling