+143.4%
PEG vs WTW
+198.0%
-54.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -5.7% | +4.8% | +1.0% |
| 30D | -3.7% | -7.3% | +3.5% | -1.5% |
| 3M | -7.3% | +21.5% | -28.7% | -13.4% |
| 6M | -10.5% | +9.6% | -20.1% | -14.1% |
| YTD | -7.5% | -3.3% | -4.2% | -7.9% |
| 1Y | -8.7% | -6.1% | -2.6% | -8.3% |
| 3Y | +31.4% | +61.8% | -30.5% | +6.0% |
| 5Y | +37.8% | +42.7% | -4.9% | +15.0% |
| All | +143.4% | +198.0% | -54.7% | +68.3% |
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