+26.8%
BA vs PTC
+317.3%
-290.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | -7.9% | +0.9% | -8.8% | -8.3% |
| 3M | -25.2% | +30.4% | -55.5% | -35.6% |
| 6M | -26.7% | +34.4% | -61.1% | -39.0% |
| YTD | -19.6% | +12.6% | -32.2% | -27.6% |
| 1Y | -10.6% | +10.2% | -20.8% | -18.6% |
| 3Y | -11.2% | +29.4% | -40.6% | -29.0% |
| 5Y | -20.4% | +63.7% | -84.2% | -45.5% |
| 10Y | +26.8% | +316.9% | -290.1% | -46.0% |
| All | +26.8% | +317.3% | -290.6% | -46.0% |
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 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