-11.0%
BA vs PTC
+10.9%
-21.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.6% |
| 7D | 0.0% | +1.3% | -1.2% | 0.0% |
| 30D | -8.9% | +1.1% | -10.0% | -8.9% |
| 3M | -25.5% | +30.1% | -55.7% | -25.6% |
| 6M | -27.0% | +34.0% | -61.0% | -26.8% |
| YTD | -20.1% | +12.8% | -33.0% | -16.4% |
| 1Y | -11.0% | +10.7% | -21.7% | -5.8% |
| All | -11.0% | +10.9% | -21.9% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling