+63.7%
PTC vs WST
+1.5%
+62.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +0.9% | +12.4% | -11.5% | -1.6% |
| 3M | +30.4% | +17.6% | +12.8% | +26.2% |
| 6M | +34.4% | +28.3% | +6.2% | +27.5% |
| YTD | +12.6% | +50.5% | -37.9% | +2.9% |
| 1Y | +10.2% | +49.4% | -39.2% | +0.7% |
| 3Y | +29.4% | +21.9% | +7.5% | +15.7% |
| 5Y | +63.7% | +0.4% | +63.4% | +56.3% |
| All | +63.7% | +1.5% | +62.2% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling