+263.2%
BAC vs PTC
+334.9%
-71.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | -0.2% | -0.9% | -1.1% |
| 30D | -7.7% | +0.8% | -8.4% | -7.9% |
| 3M | -21.2% | +32.1% | -53.3% | -29.2% |
| 6M | -6.8% | +42.6% | -49.5% | -19.5% |
| YTD | -8.7% | +12.0% | -20.7% | -14.4% |
| 1Y | -5.3% | +12.2% | -17.4% | -11.3% |
| 3Y | +87.4% | +31.2% | +56.2% | +61.4% |
| 5Y | +18.9% | +54.9% | -36.0% | -5.9% |
| All | +263.2% | +334.9% | -71.7% | +83.0% |
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