+5,202.4%
WPM vs PTC
+1,066.3%
+4,136.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +16.9% | -0.2% | +17.2% | +17.0% |
| 30D | +2.0% | +0.8% | +1.2% | +1.8% |
| 3M | +8.9% | +32.1% | -23.2% | +0.1% |
| 6M | +1.6% | +42.6% | -41.0% | -9.5% |
| YTD | +16.5% | +12.0% | +4.5% | +10.0% |
| 1Y | +42.2% | +12.2% | +30.0% | +34.2% |
| 3Y | +213.3% | +31.2% | +182.1% | +176.7% |
| 5Y | +249.9% | +54.9% | +195.0% | +189.1% |
| 10Y | +549.4% | +343.1% | +206.2% | +253.2% |
| All | +5,202.4% | +1,066.3% | +4,136.0% | +1,477.4% |
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 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