+8.7%
PTC vs WCN
+32.3%
-23.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.5% |
| 7D | -10.3% | -0.6% | -9.6% | -10.0% |
| 30D | +1.1% | +0.4% | +0.7% | +1.0% |
| 3M | +1.6% | +7.3% | -5.7% | -1.6% |
| 6M | -13.5% | -2.5% | -11.0% | -12.6% |
| YTD | -19.1% | -5.4% | -13.7% | -17.2% |
| 1Y | -33.9% | -8.5% | -25.4% | -31.4% |
| 3Y | -3.9% | +20.8% | -24.7% | -16.5% |
| All | +8.7% | +32.3% | -23.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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