+316.7%
PTC vs WST
+446.4%
-129.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +1.3% | +1.4% | -0.1% | +0.9% |
| 30D | +1.1% | +12.7% | -11.6% | -2.2% |
| 3M | +30.1% | +17.2% | +13.0% | +24.8% |
| 6M | +34.0% | +26.7% | +7.4% | +25.4% |
| YTD | +12.8% | +50.3% | -37.5% | +0.1% |
| 1Y | +10.7% | +50.2% | -39.5% | -1.9% |
| 3Y | +29.6% | +21.7% | +7.9% | +12.4% |
| 5Y | +63.5% | +2.0% | +61.5% | +47.9% |
| 10Y | +316.7% | +451.1% | -134.4% | +75.9% |
| All | +316.7% | +446.4% | -129.7% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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