+566.5%
GWW vs PTC
+196.2%
+370.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.1% |
| 7D | -0.5% | -13.6% | +13.1% | +3.4% |
| 30D | -1.4% | -14.7% | +13.2% | +2.6% |
| 3M | -3.6% | -5.9% | +2.3% | -3.0% |
| 6M | +15.1% | -21.1% | +36.3% | +21.4% |
| YTD | +27.5% | -26.0% | +53.5% | +36.5% |
| 1Y | +29.6% | -36.8% | +66.4% | +44.9% |
| 3Y | +90.1% | -10.3% | +100.3% | +89.6% |
| 5Y | +222.6% | +1.2% | +221.4% | +204.2% |
| 10Y | +566.5% | +198.3% | +368.2% | +362.2% |
| All | +566.5% | +196.2% | +370.3% | +362.2% |
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