+26.6%
BA vs PTC
+315.4%
-288.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.4% |
| 7D | 0.0% | +1.3% | -1.2% | -0.5% |
| 30D | -8.9% | +1.1% | -10.0% | -9.3% |
| 3M | -25.5% | +30.1% | -55.7% | -35.8% |
| 6M | -27.0% | +34.0% | -61.0% | -39.1% |
| YTD | -20.1% | +12.8% | -33.0% | -28.1% |
| 1Y | -11.0% | +10.7% | -21.7% | -19.1% |
| 3Y | -11.8% | +29.6% | -41.5% | -29.5% |
| 5Y | -20.6% | +63.5% | -84.2% | -45.6% |
| 10Y | +26.6% | +316.7% | -290.1% | -46.1% |
| All | +26.6% | +315.4% | -288.7% | -46.1% |
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 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