+11,005.7%
WDC vs PTC
+8,885.1%
+2,120.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -16.7% | +1.3% | -18.0% | -17.1% |
| 30D | -27.2% | +1.1% | -28.3% | -27.4% |
| 3M | -34.0% | +30.1% | -64.2% | -40.2% |
| 6M | -39.7% | +34.0% | -73.7% | -47.2% |
| YTD | +68.1% | +12.8% | +55.2% | +53.3% |
| 1Y | +66.3% | +10.7% | +55.6% | +52.6% |
| 3Y | +754.4% | +29.6% | +724.8% | +642.5% |
| 5Y | +595.8% | +63.5% | +532.2% | +460.7% |
| 10Y | +660.4% | +316.7% | +343.7% | +353.8% |
| All | +11,005.7% | +8,885.1% | +2,120.6% | +1,736.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling