+973.4%
PFG vs WTW
+711.3%
+262.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | +0.7% |
| 7D | +6.0% | -2.7% | +8.7% | +8.2% |
| 30D | +2.2% | -5.6% | +7.9% | +6.5% |
| 3M | +10.4% | +26.5% | -16.1% | -8.2% |
| 6M | +27.8% | +8.1% | +19.6% | +17.6% |
| YTD | +33.6% | -0.3% | +33.9% | +28.9% |
| 1Y | +49.3% | -0.9% | +50.1% | +43.9% |
| 3Y | +69.7% | +66.6% | +3.1% | +6.5% |
| 5Y | +111.3% | +54.0% | +57.4% | +38.2% |
| 10Y | +240.3% | +198.1% | +42.1% | +26.2% |
| All | +973.4% | +711.3% | +262.1% | +125.4% |
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