-37.4%
PTC vs WWD
+40.3%
-77.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -5.7% |
| 7D | -12.8% | +0.8% | -13.6% | -12.7% |
| 30D | -9.8% | -6.4% | -3.4% | -10.3% |
| 3M | -2.1% | -5.6% | +3.6% | -2.9% |
| 6M | -18.1% | -9.1% | -9.0% | -18.9% |
| YTD | -23.5% | +12.5% | -36.0% | -26.3% |
| 1Y | -37.4% | +41.3% | -78.7% | -43.2% |
| All | -37.4% | +40.3% | -77.7% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling