+52.9%
PCOR vs WTW
+44.8%
+8.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +22.2% | +0.5% | +21.7% | +22.2% |
| 30D | +36.0% | +10.4% | +25.6% | +30.1% |
| 3M | +34.0% | -4.8% | +38.8% | +37.1% |
| 6M | +43.5% | +28.5% | +15.1% | +30.2% |
| YTD | +5.1% | +0.5% | +4.6% | +1.9% |
| 1Y | -3.9% | +1.6% | -5.6% | -7.2% |
| 3Y | +52.9% | +42.5% | +10.4% | +52.0% |
| All | +52.9% | +44.8% | +8.2% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling