+1.2%
PTC vs WU
-51.4%
+52.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -13.6% | -4.9% | -8.6% | -12.5% |
| 30D | -14.7% | -1.3% | -13.4% | -14.4% |
| 3M | -5.9% | -3.6% | -2.3% | -6.2% |
| 6M | -21.1% | -24.3% | +3.2% | -16.4% |
| YTD | -26.0% | -21.1% | -4.9% | -22.5% |
| 1Y | -36.8% | -10.3% | -26.5% | -36.5% |
| 3Y | -10.3% | -28.4% | +18.1% | -5.4% |
| 5Y | +1.2% | -51.2% | +52.4% | +15.5% |
| All | +1.2% | -51.4% | +52.6% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling