-34.1%
PCOR vs WTW
+37.0%
-71.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.1% | -3.1% |
| 7D | -9.0% | -2.6% | -6.3% | -7.6% |
| 30D | +4.2% | -1.0% | +5.2% | +4.7% |
| 3M | +14.4% | +29.9% | -15.5% | -0.2% |
| 6M | +0.2% | +10.7% | -10.5% | -5.8% |
| YTD | -20.3% | +2.6% | -22.8% | -22.6% |
| 1Y | -16.1% | +2.8% | -18.9% | -19.0% |
| 3Y | -14.7% | +67.3% | -82.0% | -39.8% |
| 5Y | -43.2% | +56.6% | -99.8% | -59.0% |
| All | -34.1% | +37.0% | -71.1% | -56.3% |
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 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