+4.2%
WBD vs PTC
+1.8%
+2.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +1.9% |
| 7D | -0.7% | -12.8% | +12.1% | +5.0% |
| 30D | +5.0% | -9.8% | +14.8% | +9.1% |
| 3M | +6.2% | -2.1% | +8.3% | +5.2% |
| 6M | +0.6% | -18.1% | +18.7% | +8.2% |
| YTD | -2.4% | -23.5% | +21.1% | +8.1% |
| 1Y | +127.7% | -37.4% | +165.0% | +179.7% |
| 3Y | +148.4% | -7.2% | +155.6% | +134.1% |
| 5Y | +4.2% | +2.7% | +1.6% | -9.8% |
| All | +4.2% | +1.8% | +2.4% | -9.8% |
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