+2,497.8%
PSA vs WTW
+1,094.8%
+1,403.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -0.9% |
| 7D | -2.2% | -7.1% | +4.9% | +0.6% |
| 30D | -9.6% | -8.5% | -1.0% | -6.4% |
| 3M | -7.9% | +20.6% | -28.5% | -14.9% |
| 6M | -2.0% | +7.2% | -9.2% | -5.9% |
| YTD | +15.7% | -3.9% | +19.6% | +15.4% |
| 1Y | +5.8% | -3.6% | +9.4% | +5.1% |
| 3Y | +21.6% | +60.7% | -39.1% | -3.8% |
| 5Y | +13.1% | +42.2% | -29.0% | -6.9% |
| 10Y | +101.3% | +195.5% | -94.2% | +13.9% |
| All | +2,497.8% | +1,094.8% | +1,403.0% | +859.5% |
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