+4,265.5%
PCAR vs WTW
+1,174.9%
+3,090.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.1% |
| 7D | -0.5% | -2.6% | +2.1% | +0.7% |
| 30D | -6.2% | -1.0% | -5.2% | -5.9% |
| 3M | +5.9% | +29.9% | -24.0% | -6.7% |
| 6M | +0.4% | +10.7% | -10.3% | -5.7% |
| YTD | +14.8% | +2.6% | +12.2% | +10.8% |
| 1Y | +30.1% | +2.8% | +27.4% | +25.1% |
| 3Y | +66.6% | +67.3% | -0.6% | +24.6% |
| 5Y | +166.1% | +56.6% | +109.5% | +102.2% |
| 10Y | +353.7% | +204.1% | +149.6% | +135.7% |
| All | +4,265.5% | +1,174.9% | +3,090.6% | +1,526.6% |
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