-2.7%
PTC vs WWD
+170.0%
-172.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.2% |
| 7D | -10.3% | +1.3% | -11.6% | -10.4% |
| 30D | +1.1% | -7.2% | +8.3% | +2.0% |
| 3M | +1.6% | -3.8% | +5.4% | +1.2% |
| 6M | -13.5% | -9.9% | -3.6% | -13.1% |
| YTD | -19.1% | +14.8% | -33.9% | -24.2% |
| 1Y | -33.9% | +42.1% | -75.9% | -42.4% |
| All | -2.7% | +170.0% | -172.7% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling