+27.4%
WMT vs PTC
+0.1%
+27.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +8.8% | +0.1% | +8.6% | +8.8% |
| 30D | +22.9% | +1.5% | +21.4% | +22.9% |
| 3M | +16.1% | +37.8% | -21.7% | +15.7% |
| 6M | -0.5% | +41.2% | -41.7% | -0.9% |
| YTD | +16.7% | +12.0% | +4.6% | +15.0% |
| 1Y | +27.4% | +1.6% | +25.7% | +26.6% |
| All | +27.4% | +0.1% | +27.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling