+33.2%
WAT vs PTC
+60.7%
-27.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +5.4% | +1.2% | +4.2% | +5.0% |
| 3M | +11.3% | +27.4% | -16.1% | +1.6% |
| 6M | +37.4% | +39.2% | -1.8% | +20.2% |
| YTD | +21.2% | +12.5% | +8.7% | +15.2% |
| 1Y | +21.3% | +12.3% | +9.1% | +15.4% |
| 3Y | +83.4% | +28.8% | +54.6% | +57.1% |
| All | +33.2% | +60.7% | -27.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling