+10,632.1%
WMT vs PTC
+8,871.4%
+1,760.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.2% | +0.8% | -2.0% | -1.3% |
| 30D | +12.4% | +1.2% | +11.2% | +12.3% |
| 3M | +9.0% | +32.6% | -23.6% | +5.4% |
| 6M | -3.0% | +36.1% | -39.0% | -6.7% |
| YTD | +14.0% | +12.7% | +1.3% | +11.4% |
| 1Y | +23.0% | +10.2% | +12.9% | +20.5% |
| 3Y | +135.1% | +29.4% | +105.6% | +125.0% |
| 5Y | +172.7% | +61.1% | +111.7% | +153.3% |
| 10Y | +528.1% | +317.1% | +211.0% | +416.5% |
| All | +10,632.1% | +8,871.4% | +1,760.7% | +3,690.6% |
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