-10.0%
PTC vs WTW
+60.9%
-71.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.1% |
| 7D | -13.6% | -7.1% | -6.5% | -11.4% |
| 30D | -14.7% | -8.5% | -6.1% | -12.2% |
| 3M | -5.9% | +20.6% | -26.5% | -10.5% |
| 6M | -21.1% | +7.2% | -28.3% | -23.2% |
| YTD | -26.0% | -3.9% | -22.2% | -26.6% |
| 1Y | -36.8% | -3.6% | -33.2% | -37.5% |
| All | -10.0% | +60.9% | -71.0% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling