+388.4%
PTC vs WTW
+1,174.9%
-786.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.1% |
| 7D | -10.3% | -2.6% | -7.6% | -9.1% |
| 30D | +1.1% | -1.0% | +2.1% | +1.6% |
| 3M | +1.6% | +29.9% | -28.3% | -9.9% |
| 6M | -13.5% | +10.7% | -24.2% | -17.9% |
| YTD | -19.1% | +2.6% | -21.6% | -21.2% |
| 1Y | -33.9% | +2.8% | -36.6% | -35.9% |
| 3Y | -3.9% | +67.3% | -71.2% | -27.1% |
| 5Y | +6.0% | +56.6% | -50.6% | -17.7% |
| 10Y | +223.7% | +204.1% | +19.7% | +79.1% |
| All | +388.4% | +1,174.9% | -786.5% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling