+210.9%
PM vs WTW
+198.0%
+12.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +4.7% | -5.7% | +10.4% | +6.4% |
| 30D | +2.6% | -7.3% | +9.9% | +4.8% |
| 3M | +6.6% | +21.5% | -14.9% | +0.3% |
| 6M | +16.5% | +9.6% | +6.9% | +12.4% |
| YTD | +21.2% | -3.3% | +24.5% | +20.8% |
| 1Y | +17.9% | -6.1% | +24.1% | +18.7% |
| 3Y | +129.8% | +61.8% | +68.0% | +90.6% |
| 5Y | +133.0% | +42.7% | +90.4% | +98.5% |
| All | +210.9% | +198.0% | +12.9% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling