+54.2%
PCG vs WTW
+45.2%
+9.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -3.1% |
| 7D | +6.5% | -7.1% | +13.6% | +8.9% |
| 30D | -16.7% | -8.5% | -8.2% | -14.4% |
| 3M | -14.2% | +20.6% | -34.7% | -19.2% |
| 6M | -21.5% | +7.2% | -28.7% | -23.7% |
| YTD | -11.2% | -3.9% | -7.3% | -10.7% |
| 1Y | -4.2% | -3.6% | -0.6% | -3.9% |
| 3Y | -14.9% | +60.7% | -75.5% | -30.8% |
| 5Y | +54.2% | +42.2% | +12.1% | +26.7% |
| All | +54.2% | +45.2% | +9.0% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling