+279.7%
WPM vs PTC
-2.9%
+282.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +5.0% | -0.7% |
| 7D | +1.1% | -10.3% | +11.3% | +1.7% |
| 30D | +26.4% | +1.1% | +25.2% | +26.3% |
| 3M | +20.8% | +1.6% | +19.2% | +20.7% |
| 6M | +1.1% | -13.5% | +14.6% | +2.5% |
| YTD | +32.5% | -19.1% | +51.5% | +35.2% |
| 1Y | +51.5% | -33.9% | +85.4% | +58.2% |
| All | +279.7% | -2.9% | +282.5% | +272.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling