+94.9%
PCG vs WTW
+1,094.8%
-999.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -3.2% |
| 7D | +6.5% | -7.1% | +13.6% | +8.7% |
| 30D | -16.7% | -8.5% | -8.2% | -14.5% |
| 3M | -14.2% | +20.6% | -34.7% | -18.9% |
| 6M | -21.5% | +7.2% | -28.7% | -23.7% |
| YTD | -11.2% | -3.9% | -7.3% | -11.3% |
| 1Y | -4.2% | -3.6% | -0.6% | -4.4% |
| 3Y | -14.9% | +60.7% | -75.5% | -27.6% |
| 5Y | +54.2% | +42.2% | +12.1% | +35.1% |
| 10Y | -75.3% | +195.5% | -270.8% | -81.8% |
| All | +94.9% | +1,094.8% | -999.9% | +36.1% |
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 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