+311.9%
PTC vs NWSA
+148.1%
+163.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.3% |
| 7D | +0.5% | +2.2% | -1.7% | -0.5% |
| 30D | +1.2% | -8.8% | +10.0% | +4.6% |
| 3M | +27.4% | -6.5% | +33.9% | +30.2% |
| 6M | +39.2% | +1.5% | +37.7% | +37.2% |
| YTD | +12.5% | +4.0% | +8.5% | +9.4% |
| 1Y | +12.3% | +3.4% | +8.8% | +9.4% |
| 3Y | +28.8% | +34.8% | -6.0% | +11.1% |
| 5Y | +60.9% | +18.4% | +42.5% | +42.8% |
| All | +311.9% | +148.1% | +163.7% | +164.1% |
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