-21.0%
PFE vs WTW
+42.3%
-63.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.0% | -7.8% | +3.8% | -2.4% |
| 30D | +3.9% | -7.9% | +11.7% | +5.6% |
| 3M | +9.9% | +19.9% | -10.1% | +5.4% |
| 6M | +5.3% | +9.8% | -4.5% | +2.7% |
| YTD | +16.8% | -3.3% | +20.1% | +17.0% |
| 1Y | +20.4% | -3.3% | +23.7% | +20.6% |
| 3Y | -2.1% | +61.5% | -63.6% | -14.9% |
| 5Y | -21.0% | +42.6% | -63.6% | -31.6% |
| All | -21.0% | +42.3% | -63.3% | -31.6% |
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 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