+200.2%
PTC vs WTW
+198.0%
+2.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -7.3% | -5.7% | -1.5% | -4.6% |
| 30D | -11.6% | -7.3% | -4.4% | -8.4% |
| 3M | +10.5% | +21.5% | -11.0% | +1.0% |
| 6M | -17.8% | +9.6% | -27.4% | -21.6% |
| YTD | -24.9% | -3.3% | -21.6% | -25.0% |
| 1Y | -36.8% | -6.1% | -30.7% | -36.1% |
| 3Y | -8.7% | +61.8% | -70.6% | -31.2% |
| 5Y | +4.1% | +42.7% | -38.6% | -17.5% |
| All | +200.2% | +198.0% | +2.1% | +65.7% |
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 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