-36.2%
PCOR vs WTW
+33.2%
-69.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.3% | -1.6% |
| 7D | -6.9% | -2.7% | -4.2% | -5.5% |
| 30D | -1.5% | -5.6% | +4.1% | +1.6% |
| 3M | +18.5% | +26.5% | -8.0% | +4.9% |
| 6M | -4.7% | +8.1% | -12.8% | -9.2% |
| YTD | -22.8% | -0.3% | -22.5% | -23.9% |
| 1Y | -20.7% | -0.9% | -19.9% | -21.9% |
| 3Y | -14.6% | +66.6% | -81.2% | -39.8% |
| 5Y | -40.7% | +54.0% | -94.7% | -56.6% |
| All | -36.2% | +33.2% | -69.3% | -57.0% |
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