-7.2%
PTC vs WY
-23.0%
+15.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.2% |
| 7D | -12.8% | -2.1% | -10.7% | -12.4% |
| 30D | -9.8% | -10.5% | +0.7% | -7.7% |
| 3M | -2.1% | -4.9% | +2.8% | -1.4% |
| 6M | -18.1% | -4.9% | -13.2% | -17.7% |
| YTD | -23.5% | -1.7% | -21.8% | -24.4% |
| 1Y | -37.4% | -9.4% | -28.0% | -36.4% |
| 3Y | -7.2% | -22.3% | +15.1% | -4.4% |
| All | -7.2% | -23.0% | +15.8% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling