-16.0%
PCG vs WTW
+8.6%
-24.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.6% |
| 7D | +1.9% | +4.9% | -3.0% | +1.5% |
| 30D | +8.5% | +17.1% | -8.6% | +7.2% |
| 3M | -22.9% | -0.3% | -22.6% | -22.7% |
| 6M | -16.8% | +30.7% | -47.4% | -17.8% |
| YTD | -15.8% | +3.7% | -19.5% | -15.4% |
| 1Y | -16.0% | +5.9% | -21.9% | -15.2% |
| All | -16.0% | +8.6% | -24.6% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling