+32.8%
PFE vs WTW
+198.0%
-165.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -2.6% | -5.7% | +3.1% | -1.0% |
| 30D | +5.4% | -7.3% | +12.6% | +7.4% |
| 3M | +7.8% | +21.5% | -13.7% | +1.9% |
| 6M | +5.0% | +9.6% | -4.6% | +1.7% |
| YTD | +17.1% | -3.3% | +20.4% | +16.8% |
| 1Y | +19.3% | -6.1% | +25.5% | +20.1% |
| 3Y | -0.9% | +61.8% | -62.8% | -16.1% |
| 5Y | -20.8% | +42.7% | -63.5% | -31.3% |
| All | +32.8% | +198.0% | -165.2% | -11.1% |
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