+198.3%
PTC vs NWSA
+144.0%
+54.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -13.6% | -3.1% | -10.5% | -12.3% |
| 30D | -14.7% | +4.3% | -18.9% | -16.2% |
| 3M | -5.9% | +9.2% | -15.1% | -9.3% |
| 6M | -21.1% | +21.6% | -42.7% | -27.5% |
| YTD | -26.0% | +14.2% | -40.2% | -30.3% |
| 1Y | -36.8% | +1.8% | -38.6% | -37.7% |
| 3Y | -10.3% | +44.4% | -54.7% | -24.1% |
| 5Y | +1.2% | +41.0% | -39.8% | -15.6% |
| 10Y | +198.3% | +150.0% | +48.2% | +91.4% |
| All | +198.3% | +144.0% | +54.3% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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