+195.4%
PTC vs WY
+7.2%
+188.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +1.0% |
| 7D | -14.2% | -3.7% | -10.6% | -12.9% |
| 30D | -14.4% | -11.3% | -3.1% | -10.1% |
| 3M | -4.7% | -8.1% | +3.4% | -1.9% |
| 6M | -19.3% | -7.4% | -11.9% | -17.8% |
| YTD | -26.1% | -4.7% | -21.4% | -26.1% |
| 1Y | -37.1% | -9.2% | -27.9% | -35.9% |
| 3Y | -10.4% | -24.7% | +14.3% | -3.0% |
| 5Y | +2.5% | -21.6% | +24.0% | +8.3% |
| All | +195.4% | +7.2% | +188.2% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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