+75.3%
PEP vs WTW
+198.0%
-122.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.0% | -5.7% | +4.8% | +0.9% |
| 30D | -0.7% | -7.3% | +6.6% | +1.7% |
| 3M | -4.1% | +21.5% | -25.6% | -10.3% |
| 6M | -13.1% | +9.6% | -22.7% | -16.4% |
| YTD | -2.1% | -3.3% | +1.2% | -2.3% |
| 1Y | -1.7% | -6.1% | +4.5% | -0.9% |
| 3Y | -15.1% | +61.8% | -76.9% | -30.6% |
| 5Y | +3.1% | +42.7% | -39.6% | -13.2% |
| All | +75.3% | +198.0% | -122.8% | +20.1% |
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 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