+510.3%
PEP vs WTW
+1,174.9%
-664.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.1% |
| 7D | -1.4% | -2.6% | +1.2% | -0.8% |
| 30D | +0.2% | -1.0% | +1.2% | +0.5% |
| 3M | -1.1% | +29.9% | -31.0% | -7.5% |
| 6M | -13.5% | +10.7% | -24.2% | -16.1% |
| YTD | -1.2% | +2.6% | -3.8% | -2.7% |
| 1Y | -1.6% | +2.8% | -4.3% | -3.3% |
| 3Y | -12.5% | +67.3% | -79.8% | -24.5% |
| 5Y | +3.0% | +56.6% | -53.6% | -10.4% |
| 10Y | +73.9% | +204.1% | -130.2% | +28.3% |
| All | +510.3% | +1,174.9% | -664.5% | +246.6% |
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