+330.1%
PTC vs WST
+441.1%
-111.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.3% |
| 7D | -0.2% | -3.1% | +2.9% | +0.6% |
| 30D | +0.8% | +9.1% | -8.3% | -1.7% |
| 3M | +32.1% | +14.7% | +17.4% | +27.4% |
| 6M | +42.6% | +28.0% | +14.6% | +33.2% |
| YTD | +12.0% | +45.6% | -33.7% | +0.2% |
| 1Y | +12.2% | +45.7% | -33.5% | +0.2% |
| 3Y | +31.2% | +21.1% | +10.1% | +13.5% |
| 5Y | +54.9% | +0.3% | +54.6% | +40.4% |
| All | +330.1% | +441.1% | -111.0% | +83.9% |
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