-17.7%
WBD vs PTC
+46.9%
-64.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.9% |
| 7D | +3.1% | -9.6% | +12.7% | +8.6% |
| 30D | +34.4% | -9.9% | +44.2% | +41.7% |
| 3M | +110.6% | -13.6% | +124.2% | +127.6% |
| 6M | +153.4% | +8.9% | +144.5% | +135.5% |
| YTD | +117.4% | -3.5% | +120.9% | +113.7% |
| 1Y | +150.3% | -8.0% | +158.3% | +152.2% |
| 3Y | +112.8% | +36.8% | +76.0% | +68.0% |
| All | -17.7% | +46.9% | -64.6% | -38.5% |
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