+428.1%
WMT vs PTC
+205.0%
+223.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | 0.0% | -7.3% | +7.3% | +0.8% |
| 30D | -7.4% | -11.6% | +4.2% | -6.2% |
| 3M | -10.9% | +10.5% | -21.3% | -12.1% |
| 6M | -12.7% | -17.8% | +5.1% | -11.1% |
| YTD | -3.2% | -24.9% | +21.7% | -0.6% |
| 1Y | +5.3% | -36.8% | +42.1% | +10.4% |
| 3Y | +101.9% | -8.7% | +110.6% | +99.9% |
| 5Y | +134.6% | +4.1% | +130.5% | +126.4% |
| All | +428.1% | +205.0% | +223.1% | +343.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling