+132.4%
WBD vs PTC
+16.9%
+115.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +3.1% | -9.6% | +12.7% | +8.3% |
| 30D | +34.4% | -9.9% | +44.2% | +41.3% |
| 3M | +110.6% | -13.6% | +124.2% | +126.7% |
| 6M | +153.4% | +8.9% | +144.5% | +133.4% |
| YTD | +117.4% | -3.5% | +120.9% | +97.7% |
| 1Y | +150.3% | -8.0% | +158.3% | +130.6% |
| All | +132.4% | +16.9% | +115.4% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling