+2.7%
PTC vs WSM
+189.5%
-186.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -12.8% | +2.6% | -15.4% | -13.3% |
| 30D | -9.8% | -9.5% | -0.3% | -7.9% |
| 3M | -2.1% | +12.9% | -15.0% | -5.0% |
| 6M | -18.1% | +23.0% | -41.1% | -22.4% |
| YTD | -23.5% | +28.9% | -52.4% | -28.4% |
| 1Y | -37.4% | +13.7% | -51.0% | -39.8% |
| 3Y | -7.2% | +232.6% | -239.8% | -35.1% |
| 5Y | +2.7% | +185.9% | -183.2% | -28.1% |
| All | +2.7% | +189.5% | -186.8% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling