+316.7%
PTC vs NWSA
+149.3%
+167.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.3% | -9.7% | +11.0% | +5.3% |
| 30D | +1.1% | -8.6% | +9.7% | +4.4% |
| 3M | +30.1% | -6.3% | +36.4% | +33.0% |
| 6M | +34.0% | -1.2% | +35.2% | +33.7% |
| YTD | +12.8% | +2.6% | +10.2% | +10.4% |
| 1Y | +10.7% | 0.0% | +10.7% | +9.5% |
| 3Y | +29.6% | +30.1% | -0.4% | +13.7% |
| 5Y | +63.5% | +18.3% | +45.2% | +45.4% |
| 10Y | +316.7% | +149.3% | +167.3% | +170.8% |
| All | +316.7% | +149.3% | +167.3% | +170.8% |
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