+653.4%
WDC vs PTC
+326.2%
+327.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.4% | +9.7% |
| 7D | -14.4% | +0.8% | -15.2% | -14.7% |
| 30D | -27.1% | +0.7% | -27.8% | -27.2% |
| 3M | -33.3% | +32.6% | -65.9% | -42.3% |
| 6M | -39.6% | +33.6% | -73.2% | -49.6% |
| YTD | +68.4% | +12.4% | +56.0% | +50.5% |
| 1Y | +78.2% | +11.2% | +66.9% | +60.1% |
| 3Y | +772.0% | +31.7% | +740.3% | +594.7% |
| 5Y | +584.9% | +60.1% | +524.8% | +381.0% |
| 10Y | +653.4% | +317.2% | +336.3% | +195.4% |
| All | +653.4% | +326.2% | +327.3% | +195.4% |
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 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