-11.1%
PCG vs WTW
+65.4%
-76.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.4% | +4.2% |
| 7D | +5.4% | -2.7% | +8.1% | +6.0% |
| 30D | -15.1% | -5.6% | -9.5% | -14.0% |
| 3M | -9.8% | +26.5% | -36.3% | -14.4% |
| 6M | -18.0% | +8.1% | -26.2% | -19.5% |
| YTD | -7.2% | -0.3% | -6.9% | -7.1% |
| 1Y | +2.9% | -0.9% | +3.7% | +3.1% |
| 3Y | -11.1% | +66.6% | -77.7% | -17.7% |
| All | -11.1% | +65.4% | -76.5% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling