+29.4%
BAC vs PTC
-34.5%
+63.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +6.0% | +0.2% |
| 7D | +1.1% | -10.3% | +11.4% | +1.6% |
| 30D | -0.4% | +1.1% | -1.5% | -0.7% |
| 3M | +16.9% | +1.6% | +15.3% | +16.4% |
| 6M | +26.6% | -13.5% | +40.1% | +29.2% |
| YTD | +15.8% | -19.1% | +34.8% | +19.3% |
| All | +29.4% | -34.5% | +63.9% | +35.3% |
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