+108.7%
PSLV vs WTW
+404.3%
-295.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.5% | -5.7% | +2.3% | -3.0% |
| 30D | -2.1% | -7.3% | +5.1% | -1.6% |
| 3M | -1.6% | +21.5% | -23.1% | -3.1% |
| 6M | -25.5% | +9.6% | -35.1% | -26.1% |
| YTD | -11.4% | -3.3% | -8.1% | -11.2% |
| 1Y | +48.6% | -6.1% | +54.7% | +49.3% |
| 3Y | +166.9% | +61.8% | +105.0% | +149.8% |
| 5Y | +152.4% | +42.7% | +109.7% | +138.6% |
| 10Y | +187.8% | +197.2% | -9.5% | +157.5% |
| All | +108.7% | +404.3% | -295.7% | +95.9% |
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