+170.3%
WMT vs PTC
+62.1%
+108.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +11.1% | +0.9% | +10.2% | +11.0% |
| 3M | +11.2% | +30.4% | -19.2% | +8.0% |
| 6M | -1.3% | +34.4% | -35.7% | -4.6% |
| YTD | +13.5% | +12.6% | +0.9% | +11.9% |
| 1Y | +22.5% | +10.2% | +12.3% | +21.1% |
| 3Y | +134.1% | +29.4% | +104.7% | +121.5% |
| 5Y | +170.3% | +63.7% | +106.5% | +141.4% |
| All | +170.3% | +62.1% | +108.1% | +141.4% |
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