+93.8%
PFE vs WTW
+1,181.4%
-1,087.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.4% |
| 7D | -1.7% | +2.0% | -3.7% | -2.2% |
| 30D | +0.3% | +12.9% | -12.5% | -3.1% |
| 3M | +9.4% | +0.7% | +8.6% | +8.9% |
| 6M | +14.9% | +39.5% | -24.6% | +3.9% |
| YTD | +23.8% | +3.1% | +20.7% | +20.9% |
| 1Y | +19.5% | +4.8% | +14.8% | +16.2% |
| 3Y | +21.0% | +42.9% | -21.9% | +6.6% |
| 5Y | -23.9% | +55.3% | -79.1% | -35.5% |
| 10Y | +47.8% | +217.2% | -169.3% | -2.1% |
| All | +93.8% | +1,181.4% | -1,087.7% | -7.7% |
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