+848.9%
PM vs WTW
+489.9%
+359.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.6% |
| 7D | +0.5% | +2.0% | -1.4% | 0.0% |
| 30D | -3.2% | +12.9% | -16.1% | -6.5% |
| 3M | +6.2% | +0.7% | +5.5% | +5.8% |
| 6M | +7.7% | +39.5% | -31.8% | -2.3% |
| YTD | +27.3% | +3.1% | +24.2% | +24.4% |
| 1Y | +32.8% | +4.8% | +28.0% | +29.2% |
| 3Y | +150.0% | +42.9% | +107.1% | +120.4% |
| 5Y | +164.2% | +55.3% | +109.0% | +124.2% |
| 10Y | +265.7% | +217.2% | +48.6% | +148.1% |
| All | +848.9% | +489.9% | +359.0% | +414.7% |
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