+578.8%
PTC vs WTW
+1,181.4%
-602.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.0% |
| 7D | +0.5% | +2.0% | -1.5% | -0.5% |
| 30D | +1.2% | +12.9% | -11.7% | -4.5% |
| 3M | +27.4% | +0.7% | +26.6% | +26.6% |
| 6M | +39.2% | +39.5% | -0.3% | +19.2% |
| YTD | +12.5% | +3.1% | +9.4% | +8.9% |
| 1Y | +12.3% | +4.8% | +7.5% | +7.8% |
| 3Y | +28.8% | +42.9% | -14.1% | +5.5% |
| 5Y | +60.9% | +55.3% | +5.6% | +25.2% |
| 10Y | +316.6% | +217.2% | +99.4% | +126.1% |
| All | +578.8% | +1,181.4% | -602.6% | +119.4% |
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