+135.3%
PM vs WTW
+42.0%
+93.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +4.7% | -5.7% | +10.4% | +5.9% |
| 30D | +2.6% | -7.3% | +9.9% | +4.2% |
| 3M | +6.6% | +21.5% | -14.9% | +2.2% |
| 6M | +16.5% | +9.6% | +6.9% | +13.7% |
| YTD | +21.2% | -3.3% | +24.5% | +21.4% |
| 1Y | +17.9% | -6.1% | +24.1% | +19.0% |
| 3Y | +129.8% | +61.8% | +68.0% | +99.5% |
| All | +135.3% | +42.0% | +93.3% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling