+3,646.3%
PCAR vs WTW
+1,181.4%
+2,464.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.6% |
| 7D | +4.9% | +2.0% | +3.0% | +4.0% |
| 30D | -1.4% | +12.9% | -14.3% | -6.8% |
| 3M | -18.1% | +0.7% | -18.9% | -18.6% |
| 6M | -4.0% | +39.5% | -43.5% | -18.4% |
| YTD | -1.5% | +3.1% | -4.6% | -5.3% |
| 1Y | +13.2% | +4.8% | +8.4% | +7.9% |
| 3Y | +35.8% | +42.9% | -7.1% | +9.9% |
| 5Y | +114.6% | +55.3% | +59.4% | +63.8% |
| 10Y | +289.6% | +217.2% | +72.4% | +98.4% |
| All | +3,646.3% | +1,181.4% | +2,464.9% | +1,290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling