+8.7%
PTC vs WCC
+216.1%
-207.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.9% | -9.9% | -6.9% |
| 7D | -10.3% | +4.5% | -14.7% | -11.2% |
| 30D | +1.1% | -5.8% | +6.9% | +2.2% |
| 3M | +1.6% | -3.7% | +5.3% | +1.5% |
| 6M | -13.5% | +23.1% | -36.5% | -19.7% |
| YTD | -19.1% | +44.2% | -63.2% | -28.4% |
| 1Y | -33.9% | +62.1% | -96.0% | -43.7% |
| 3Y | -3.9% | +121.1% | -125.0% | -28.9% |
| All | +8.7% | +216.1% | -207.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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