-10.1%
BA vs PTC
+32.2%
-42.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -7.9% | +0.8% | -8.7% | -8.0% |
| 3M | -25.3% | +32.1% | -57.4% | -29.0% |
| 6M | -24.6% | +42.6% | -67.2% | -30.2% |
| YTD | -20.1% | +12.0% | -32.1% | -20.2% |
| 1Y | -11.8% | +12.2% | -23.9% | -11.9% |
| 3Y | -10.1% | +31.2% | -41.4% | -25.9% |
| All | -10.1% | +32.2% | -42.3% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling