+686.4%
PEG vs WTW
+1,101.3%
-414.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.9% | -7.8% | +6.9% | +1.3% |
| 30D | -2.8% | -7.9% | +5.1% | -0.6% |
| 3M | -6.9% | +19.9% | -26.9% | -11.9% |
| 6M | -11.4% | +9.8% | -21.2% | -14.5% |
| YTD | -7.4% | -3.3% | -4.0% | -7.9% |
| 1Y | -8.3% | -3.3% | -5.0% | -8.9% |
| 3Y | +31.5% | +61.5% | -30.0% | +11.5% |
| 5Y | +38.0% | +42.6% | -4.6% | +20.2% |
| 10Y | +148.3% | +197.1% | -48.7% | +74.3% |
| All | +686.4% | +1,101.3% | -414.9% | +317.3% |
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