+37.4%
PEG vs WTW
+42.0%
-4.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -5.7% | +4.8% | +0.4% |
| 30D | -3.7% | -7.3% | +3.5% | -2.1% |
| 3M | -7.3% | +21.5% | -28.7% | -11.8% |
| 6M | -10.5% | +9.6% | -20.1% | -13.1% |
| YTD | -7.5% | -3.3% | -4.2% | -7.4% |
| 1Y | -8.7% | -6.1% | -2.6% | -7.8% |
| 3Y | +31.4% | +61.8% | -30.5% | +8.6% |
| All | +37.4% | +42.0% | -4.6% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling