+163.9%
PCAR vs WTW
+45.2%
+118.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.5% |
| 7D | -0.2% | -7.1% | +6.9% | +1.9% |
| 30D | -6.9% | -8.5% | +1.7% | -4.6% |
| 3M | +2.1% | +20.6% | -18.5% | -3.7% |
| 6M | +1.6% | +7.2% | -5.6% | -1.1% |
| YTD | +12.2% | -3.9% | +16.1% | +12.9% |
| 1Y | +28.0% | -3.6% | +31.6% | +28.5% |
| 3Y | +61.0% | +60.7% | +0.3% | +28.9% |
| 5Y | +163.9% | +42.2% | +121.8% | +114.5% |
| All | +163.9% | +45.2% | +118.7% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling