+1,713.8%
PBR vs WTW
+1,101.3%
+612.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.9% |
| 7D | +4.2% | -7.8% | +12.0% | +8.5% |
| 30D | +22.7% | -7.9% | +30.6% | +27.5% |
| 3M | +21.5% | +19.9% | +1.6% | +9.5% |
| 6M | +24.0% | +9.8% | +14.2% | +15.7% |
| YTD | +88.2% | -3.3% | +91.6% | +85.0% |
| 1Y | +74.8% | -3.3% | +78.1% | +71.3% |
| 3Y | +105.1% | +61.5% | +43.6% | +47.5% |
| 5Y | +572.2% | +42.6% | +529.7% | +404.9% |
| 10Y | +692.7% | +197.1% | +495.7% | +292.5% |
| All | +1,713.8% | +1,101.3% | +612.5% | +487.8% |
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