+2.5%
PTC vs WTW
+42.3%
-39.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | -14.2% | -7.8% | -6.4% | -11.1% |
| 30D | -14.4% | -7.9% | -6.6% | -11.3% |
| 3M | -4.7% | +19.9% | -24.7% | -11.5% |
| 6M | -19.3% | +9.8% | -29.1% | -22.8% |
| YTD | -26.1% | -3.3% | -22.8% | -26.2% |
| 1Y | -37.1% | -3.3% | -33.8% | -37.4% |
| 3Y | -10.4% | +61.5% | -71.9% | -33.0% |
| 5Y | +2.5% | +42.6% | -40.1% | -22.6% |
| All | +2.5% | +42.3% | -39.8% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling