-13.8%
PCG vs TW
+26.6%
-40.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -13.9% | -2.3% | -11.5% | -13.5% |
| 30D | -16.9% | +3.9% | -20.8% | -17.2% |
| 3M | -14.7% | +5.7% | -20.4% | -15.5% |
| 6M | -23.8% | -14.5% | -9.3% | -21.9% |
| YTD | -10.5% | -0.9% | -9.6% | -10.9% |
| 1Y | -5.1% | -13.5% | +8.4% | -3.0% |
| All | -13.8% | +26.6% | -40.4% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling