+100.5%
WMT vs PTC
-8.0%
+108.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.6% |
| 7D | +0.1% | -12.8% | +12.9% | +1.2% |
| 30D | -5.0% | -9.8% | +4.8% | -4.3% |
| 3M | -11.3% | -2.1% | -9.2% | -11.4% |
| 6M | -13.8% | -18.1% | +4.3% | -12.3% |
| YTD | -4.2% | -23.5% | +19.3% | -1.7% |
| 1Y | +4.6% | -37.4% | +41.9% | +10.6% |
| 3Y | +100.5% | -7.2% | +107.7% | +86.7% |
| All | +100.5% | -8.0% | +108.5% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling