-36.8%
PTC vs WTW
-3.2%
-33.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -7.3% | -5.7% | -1.5% | -5.5% |
| 30D | -11.6% | -7.3% | -4.4% | -9.6% |
| 3M | +10.5% | +21.5% | -11.0% | +6.2% |
| 6M | -17.8% | +9.6% | -27.4% | -20.9% |
| YTD | -24.9% | -3.3% | -21.6% | -28.4% |
| 1Y | -36.8% | -6.1% | -30.7% | -39.6% |
| All | -36.8% | -3.2% | -33.7% | -39.6% |
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