+9,012.0%
WMT vs PTC
+6,346.6%
+2,665.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.9% | -0.6% |
| 7D | +3.9% | -10.3% | +14.2% | +5.0% |
| 30D | -4.4% | +1.1% | -5.5% | -4.6% |
| 3M | -8.8% | +1.6% | -10.4% | -9.2% |
| 6M | -15.6% | -13.5% | -2.2% | -14.8% |
| YTD | -3.2% | -19.1% | +15.8% | -1.7% |
| 1Y | +7.0% | -33.9% | +40.9% | +10.8% |
| 3Y | +105.3% | -3.9% | +109.2% | +103.4% |
| 5Y | +129.3% | +6.0% | +123.2% | +122.9% |
| 10Y | +423.9% | +223.7% | +200.2% | +343.9% |
| All | +9,012.0% | +6,346.6% | +2,665.3% | +3,243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling