+550.8%
WPM vs PTC
+196.2%
+354.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.3% | +1.5% |
| 7D | +3.9% | -13.6% | +17.4% | +6.0% |
| 30D | +17.7% | -14.7% | +32.3% | +20.3% |
| 3M | +39.4% | -5.9% | +45.3% | +40.0% |
| 6M | +6.4% | -21.1% | +27.6% | +9.6% |
| YTD | +34.0% | -26.0% | +60.0% | +39.1% |
| 1Y | +50.5% | -36.8% | +87.3% | +60.2% |
| 3Y | +280.3% | -10.3% | +290.6% | +276.3% |
| 5Y | +266.3% | +1.2% | +265.2% | +251.1% |
| 10Y | +550.8% | +198.3% | +352.5% | +434.4% |
| All | +550.8% | +196.2% | +354.6% | +434.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling