+88.1%
PFE vs WTW
+1,174.9%
-1,086.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | +1.8% | -2.6% | +4.4% | +2.5% |
| 30D | +10.2% | -1.0% | +11.2% | +10.5% |
| 3M | +12.7% | +29.9% | -17.2% | +4.2% |
| 6M | +10.5% | +10.7% | -0.2% | +6.5% |
| YTD | +20.2% | +2.6% | +17.6% | +17.7% |
| 1Y | +24.1% | +2.8% | +21.3% | +21.3% |
| 3Y | -3.6% | +67.3% | -70.8% | -19.0% |
| 5Y | -20.9% | +56.6% | -77.5% | -33.1% |
| 10Y | +35.8% | +204.1% | -168.2% | -8.9% |
| All | +88.1% | +1,174.9% | -1,086.8% | -10.2% |
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