-16.0%
PCG vs TW
+20.8%
-36.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | +1.9% | +6.0% | -4.1% | +1.6% |
| 30D | +8.5% | +18.6% | -10.1% | +7.6% |
| 3M | -22.9% | +26.5% | -49.4% | -23.6% |
| 6M | -16.8% | +13.1% | -29.9% | -17.0% |
| YTD | -15.8% | +18.5% | -34.3% | -16.2% |
| 1Y | -16.0% | +21.7% | -37.7% | -17.2% |
| All | -16.0% | +20.8% | -36.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling