+29.0%
PFG vs WTW
+4.3%
+24.7%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.2% |
| 7D | +3.2% | -7.1% | +10.3% | +4.7% |
| 30D | +0.9% | -8.5% | +9.5% | +2.7% |
| 3M | +7.7% | +20.6% | -12.8% | +4.9% |
| 6M | +29.0% | +7.2% | +21.7% | +26.0% |
| All | +29.0% | +4.3% | +24.7% | +26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling