+130.8%
WMT vs PTC
-0.9%
+131.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.1% |
| 7D | -0.2% | -13.6% | +13.3% | +1.2% |
| 30D | -5.8% | -14.7% | +8.8% | -4.4% |
| 3M | -10.8% | -5.9% | -4.9% | -10.5% |
| 6M | -14.3% | -21.1% | +6.8% | -12.4% |
| YTD | -4.4% | -26.0% | +21.6% | -1.5% |
| 1Y | +4.3% | -36.8% | +41.2% | +9.8% |
| 3Y | +100.1% | -10.3% | +110.3% | +96.5% |
| 5Y | +130.8% | +1.2% | +129.7% | +119.8% |
| All | +130.8% | -0.9% | +131.8% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling