+69.9%
PFG vs WTW
+61.8%
+8.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -3.0% | -7.8% | +4.8% | -0.4% |
| 30D | +2.5% | -7.9% | +10.4% | +5.2% |
| 3M | +6.1% | +19.9% | -13.9% | -0.4% |
| 6M | +31.3% | +9.8% | +21.5% | +26.3% |
| YTD | +33.6% | -3.3% | +36.9% | +34.2% |
| 1Y | +48.5% | -3.3% | +51.8% | +49.1% |
| All | +69.9% | +61.8% | +8.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling