-11.3%
PCG vs WTW
-3.2%
-8.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.5% | -5.7% | +2.2% | -2.9% |
| 30D | -20.6% | -7.3% | -13.3% | -19.9% |
| 3M | -17.6% | +21.5% | -39.0% | -18.8% |
| 6M | -23.5% | +9.6% | -33.1% | -24.1% |
| YTD | -13.6% | -3.3% | -10.3% | -12.4% |
| 1Y | -11.3% | -6.1% | -5.2% | -8.5% |
| All | -11.3% | -3.2% | -8.2% | -8.5% |
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