+203.4%
PTC vs WWD
+476.2%
-272.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.8% |
| 7D | -12.8% | +0.8% | -13.6% | -13.0% |
| 30D | -9.8% | -6.4% | -3.4% | -8.0% |
| 3M | -2.1% | -5.6% | +3.6% | -1.6% |
| 6M | -18.1% | -9.1% | -9.0% | -17.6% |
| YTD | -23.5% | +12.5% | -36.0% | -29.7% |
| 1Y | -37.4% | +41.3% | -78.7% | -47.7% |
| 3Y | -7.2% | +170.2% | -177.5% | -41.9% |
| 5Y | +2.7% | +192.5% | -189.8% | -39.2% |
| 10Y | +203.4% | +476.9% | -273.5% | +26.9% |
| All | +203.4% | +476.2% | -272.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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