+78.9%
PCG vs WTW
+1,156.4%
-1,077.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -2.0% | -2.3% | +0.3% | -1.3% |
| 30D | -2.7% | +10.7% | -13.4% | -5.6% |
| 3M | -25.1% | -3.1% | -22.0% | -24.5% |
| 6M | -22.3% | +31.7% | -54.0% | -28.7% |
| YTD | -18.5% | +1.1% | -19.6% | -19.9% |
| 1Y | -21.8% | +4.1% | -25.9% | -23.9% |
| 3Y | -21.0% | +42.1% | -63.1% | -30.2% |
| 5Y | +8.1% | +52.2% | -44.2% | -7.3% |
| 10Y | -76.6% | +210.9% | -287.6% | -83.0% |
| All | +78.9% | +1,156.4% | -1,077.5% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling