+60.1%
PTC vs WCN
+46.3%
+13.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +0.8% | +1.2% | -0.4% | +0.2% |
| 30D | +0.7% | +24.6% | -23.9% | -9.5% |
| 3M | +32.6% | +14.2% | +18.4% | +24.3% |
| 6M | +33.6% | +25.7% | +7.9% | +19.6% |
| YTD | +12.4% | +9.3% | +3.2% | +7.3% |
| 1Y | +11.2% | +15.3% | -4.1% | +3.2% |
| 3Y | +31.7% | +48.6% | -16.9% | +1.9% |
| 5Y | +60.1% | +46.9% | +13.1% | +18.2% |
| All | +60.1% | +46.3% | +13.8% | +18.2% |
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