+23.3%
BA vs PTC
+312.5%
-289.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -7.1% | +1.2% | -8.3% | -7.6% |
| 3M | -25.5% | +27.4% | -52.9% | -35.2% |
| 6M | -28.7% | +39.2% | -67.9% | -41.7% |
| YTD | -21.0% | +12.5% | -33.5% | -28.8% |
| 1Y | -11.9% | +12.3% | -24.1% | -20.5% |
| 3Y | -16.2% | +28.8% | -45.0% | -32.8% |
| 5Y | -22.4% | +60.9% | -83.3% | -46.3% |
| All | +23.3% | +312.5% | -289.1% | -47.4% |
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 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