-23.1%
BA vs PTC
+59.6%
-82.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -9.1% | +0.8% | -10.0% | -9.3% |
| 3M | -28.2% | +39.6% | -67.8% | -36.5% |
| 6M | -23.1% | +41.5% | -64.6% | -33.3% |
| YTD | -20.6% | +11.7% | -32.3% | -24.0% |
| 1Y | -12.7% | +2.4% | -15.1% | -13.4% |
| 3Y | -11.6% | +31.9% | -43.5% | -26.6% |
| 5Y | -23.1% | +54.5% | -77.7% | -43.1% |
| All | -23.1% | +59.6% | -82.8% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling