+54.5%
PCG vs TW
+23.1%
+31.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -13.9% | -2.3% | -11.5% | -13.4% |
| 30D | -16.9% | +3.9% | -20.8% | -17.4% |
| 3M | -14.7% | +5.7% | -20.4% | -15.8% |
| 6M | -23.8% | -14.5% | -9.3% | -21.7% |
| YTD | -10.5% | -0.9% | -9.6% | -11.0% |
| 1Y | -5.1% | -13.5% | +8.4% | -2.9% |
| 3Y | -11.6% | +25.0% | -36.6% | -16.4% |
| All | +54.5% | +23.1% | +31.3% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling