+198.3%
PTC vs WSM
+997.3%
-799.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | -13.6% | +2.6% | -16.2% | -14.1% |
| 30D | -14.7% | -9.3% | -5.4% | -12.8% |
| 3M | -5.9% | +7.1% | -13.0% | -7.8% |
| 6M | -21.1% | +21.7% | -42.8% | -25.3% |
| YTD | -26.0% | +28.7% | -54.8% | -31.0% |
| 1Y | -36.8% | +13.9% | -50.7% | -39.5% |
| 3Y | -10.3% | +232.2% | -242.4% | -37.0% |
| 5Y | +1.2% | +176.4% | -175.2% | -28.4% |
| 10Y | +198.3% | +1,072.4% | -874.1% | +41.1% |
| All | +198.3% | +997.3% | -799.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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