+63.7%
PTC vs WY
-31.7%
+95.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | -5.1% | +5.5% | +2.3% |
| 30D | +0.9% | +9.0% | -8.1% | -2.6% |
| 3M | +30.4% | -16.7% | +47.1% | +39.1% |
| 6M | +34.4% | -10.3% | +44.7% | +38.1% |
| YTD | +12.6% | -10.5% | +23.1% | +14.4% |
| 1Y | +10.2% | -5.9% | +16.1% | +9.1% |
| 3Y | +29.4% | -24.7% | +54.1% | +38.0% |
| 5Y | +63.7% | -31.5% | +95.3% | +85.2% |
| All | +63.7% | -31.7% | +95.4% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling