-33.9%
PTC vs WTW
+3.0%
-36.9%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.4% |
| 7D | -10.3% | -2.6% | -7.6% | -9.5% |
| 30D | +1.1% | -1.0% | +2.1% | +1.4% |
| 3M | +1.6% | +29.9% | -28.3% | -4.3% |
| 6M | -13.5% | +10.7% | -24.2% | -18.3% |
| YTD | -19.1% | +2.6% | -21.6% | -24.0% |
| 1Y | -33.9% | +2.8% | -36.6% | -38.3% |
| All | -33.9% | +3.0% | -36.9% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling