+361.8%
PCAR vs WTW
+197.9%
+164.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -1.6% | -7.8% | +6.2% | +1.4% |
| 30D | -7.3% | -7.9% | +0.6% | -4.5% |
| 3M | +7.8% | +19.9% | -12.1% | +0.2% |
| 6M | +3.6% | +9.8% | -6.2% | -1.2% |
| YTD | +12.9% | -3.3% | +16.2% | +12.5% |
| 1Y | +27.3% | -3.3% | +30.6% | +26.6% |
| 3Y | +61.9% | +61.5% | +0.3% | +26.9% |
| 5Y | +164.2% | +42.6% | +121.6% | +115.3% |
| All | +361.8% | +197.9% | +164.0% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling