+226.2%
WAT vs PTC
+334.9%
-108.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +5.0% | +0.8% | +4.2% | +4.7% |
| 3M | +14.5% | +32.1% | -17.6% | +3.3% |
| 6M | +30.9% | +42.6% | -11.7% | +13.9% |
| YTD | +20.5% | +12.0% | +8.5% | +13.3% |
| 1Y | +23.3% | +12.2% | +11.1% | +15.8% |
| 3Y | +81.5% | +31.2% | +50.3% | +58.6% |
| 5Y | +33.4% | +54.9% | -21.5% | +8.3% |
| All | +226.2% | +334.9% | -108.8% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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