+203.4%
PTC vs WU
-41.4%
+244.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -4.7% |
| 7D | -12.8% | -0.8% | -11.9% | -12.5% |
| 30D | -9.8% | -1.1% | -8.7% | -9.5% |
| 3M | -2.1% | -1.8% | -0.3% | -3.0% |
| 6M | -18.1% | -23.9% | +5.8% | -11.4% |
| YTD | -23.5% | -20.4% | -3.1% | -18.8% |
| 1Y | -37.4% | -10.6% | -26.8% | -36.8% |
| 3Y | -7.2% | -27.7% | +20.5% | -0.8% |
| 5Y | +2.7% | -51.1% | +53.8% | +26.3% |
| 10Y | +203.4% | -40.7% | +244.1% | +211.7% |
| All | +203.4% | -41.4% | +244.8% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling