+1,017.0%
PTC vs WWD
+13,645.4%
-12,628.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +1.9% |
| 7D | -0.1% | -2.6% | +2.5% | +0.6% |
| 30D | +0.8% | -7.7% | +8.6% | +3.4% |
| 3M | +39.6% | -17.7% | +57.3% | +48.7% |
| 6M | +41.5% | -15.9% | +57.4% | +47.1% |
| YTD | +11.7% | +1.8% | +9.9% | +6.3% |
| 1Y | +2.4% | +17.4% | -15.0% | -8.1% |
| 3Y | +31.9% | +137.1% | -105.2% | -11.9% |
| 5Y | +54.5% | +162.4% | -107.9% | -2.6% |
| 10Y | +342.1% | +452.5% | -110.4% | +93.6% |
| All | +1,017.0% | +13,645.4% | -12,628.5% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling