+185.4%
PSLV vs WTW
+198.0%
-12.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.5% | -5.7% | +2.3% | -2.9% |
| 30D | -2.1% | -7.3% | +5.1% | -1.5% |
| 3M | -1.6% | +21.5% | -23.1% | -3.5% |
| 6M | -25.5% | +9.6% | -35.1% | -26.3% |
| YTD | -11.4% | -3.3% | -8.1% | -11.1% |
| 1Y | +48.6% | -6.1% | +54.7% | +49.6% |
| 3Y | +166.9% | +61.8% | +105.0% | +143.5% |
| 5Y | +152.4% | +42.7% | +109.7% | +133.5% |
| All | +185.4% | +198.0% | -12.6% | +141.3% |
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