+73.5%
BA vs PTC
+224.0%
-150.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.9% | +3.6% |
| 7D | +1.2% | -10.3% | +11.4% | +6.2% |
| 30D | -11.6% | +1.1% | -12.8% | -12.8% |
| 3M | -2.4% | +1.6% | -4.0% | -5.2% |
| 6M | -6.6% | -13.5% | +6.8% | -2.5% |
| YTD | -2.2% | -19.1% | +16.8% | +5.0% |
| 1Y | -8.0% | -33.9% | +25.9% | +9.2% |
| 3Y | -5.0% | -3.9% | -1.1% | -11.1% |
| 5Y | -2.7% | +6.0% | -8.8% | -15.9% |
| All | +73.5% | +224.0% | -150.6% | -13.3% |
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