-13.3%
PCOR vs WTW
+36.7%
-50.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.3% |
| 7D | +20.7% | +1.6% | +19.1% | +19.9% |
| 30D | +35.7% | +12.4% | +23.3% | +27.4% |
| 3M | +31.1% | -2.6% | +33.7% | +33.1% |
| 6M | +43.1% | +30.8% | +12.4% | +24.7% |
| YTD | +4.8% | +2.3% | +2.5% | +2.0% |
| 1Y | -3.7% | +4.9% | -8.5% | -7.5% |
| 3Y | +46.5% | +43.9% | +2.7% | +14.9% |
| 5Y | -17.3% | +53.8% | -71.1% | -40.6% |
| All | -13.3% | +36.7% | -50.0% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling