+60.1%
PTC vs NWSA
+15.5%
+44.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +0.8% | -10.5% | +11.3% | +5.7% |
| 30D | +0.7% | -8.8% | +9.5% | +4.4% |
| 3M | +32.6% | -6.5% | +39.1% | +35.9% |
| 6M | +33.6% | -1.3% | +34.9% | +33.0% |
| YTD | +12.4% | +2.5% | +9.9% | +9.5% |
| 1Y | +11.2% | +0.2% | +11.0% | +9.5% |
| 3Y | +31.7% | +27.6% | +4.1% | +14.0% |
| 5Y | +60.1% | +17.0% | +43.1% | +45.3% |
| All | +60.1% | +15.5% | +44.5% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling