-33.9%
PTC vs WETO
-98.9%
+65.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -20.8% | +14.8% | -6.1% |
| 7D | -10.3% | -55.4% | +45.2% | -10.5% |
| 30D | +1.1% | -48.5% | +49.6% | +0.9% |
| 3M | +1.6% | -97.5% | +99.1% | +6.6% |
| 6M | -13.5% | -94.2% | +80.7% | -11.6% |
| YTD | -19.1% | -97.0% | +78.0% | -16.6% |
| 1Y | -33.9% | -98.9% | +65.0% | -30.6% |
| All | -33.9% | -98.9% | +65.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling