-20.8%
PTC vs WETO
-99.4%
+78.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -3.3% |
| 7D | -13.6% | -38.7% | +25.1% | -13.7% |
| 30D | -14.7% | -51.3% | +36.7% | -14.9% |
| 3M | -5.9% | -97.8% | +91.9% | -2.1% |
| 6M | -21.1% | -94.8% | +73.6% | -19.9% |
| YTD | -26.0% | -97.2% | +71.2% | -24.2% |
| 1Y | -36.8% | -98.9% | +62.1% | -34.4% |
| All | -20.8% | -99.4% | +78.6% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling