-7.2%
PTC vs WSM
+239.4%
-246.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -12.8% | +2.6% | -15.4% | -13.2% |
| 30D | -9.8% | -9.5% | -0.3% | -8.4% |
| 3M | -2.1% | +12.9% | -15.0% | -4.2% |
| 6M | -18.1% | +23.0% | -41.1% | -21.3% |
| YTD | -23.5% | +28.9% | -52.4% | -27.2% |
| 1Y | -37.4% | +13.7% | -51.0% | -39.1% |
| 3Y | -7.2% | +232.6% | -239.8% | -23.0% |
| All | -7.2% | +239.4% | -246.6% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling