+31.2%
PTC vs WST
+19.1%
+12.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | 0.0% |
| 7D | -0.2% | -3.1% | +2.9% | +0.1% |
| 30D | +0.8% | +9.1% | -8.3% | -0.3% |
| 3M | +32.1% | +14.7% | +17.4% | +30.1% |
| 6M | +42.6% | +28.0% | +14.6% | +38.8% |
| YTD | +12.0% | +45.6% | -33.7% | +7.1% |
| 1Y | +12.2% | +45.7% | -33.5% | +7.2% |
| 3Y | +31.2% | +21.1% | +10.1% | +19.3% |
| All | +31.2% | +19.1% | +12.1% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling