-76.5%
PCG vs WTW
+212.3%
-288.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | -2.0% | -2.3% | +0.3% | -0.9% |
| 30D | -2.7% | +10.7% | -13.4% | -7.3% |
| 3M | -25.1% | -3.1% | -22.0% | -24.3% |
| 6M | -22.3% | +31.7% | -54.0% | -32.3% |
| YTD | -18.5% | +1.1% | -19.6% | -20.7% |
| 1Y | -21.8% | +4.1% | -25.9% | -25.2% |
| 3Y | -21.0% | +42.1% | -63.1% | -36.8% |
| 5Y | +8.1% | +52.2% | -44.2% | -18.9% |
| All | -76.5% | +212.3% | -288.8% | -86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling