-20.0%
PCG vs TW
+211.4%
-231.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.5% |
| 7D | +5.4% | -3.5% | +8.9% | +6.4% |
| 30D | -15.1% | +0.5% | -15.6% | -15.2% |
| 3M | -9.8% | +4.9% | -14.8% | -11.5% |
| 6M | -18.0% | -17.1% | -0.9% | -14.1% |
| YTD | -7.2% | -3.9% | -3.4% | -7.4% |
| 1Y | +2.9% | -13.3% | +16.1% | +5.7% |
| 3Y | -11.1% | +20.9% | -32.0% | -19.2% |
| 5Y | +61.8% | +20.5% | +41.3% | +44.1% |
| All | -20.0% | +211.4% | -231.5% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling