+71.4%
BAC vs PTC
+6.0%
+65.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +6.0% | +1.6% |
| 7D | +1.1% | -10.3% | +11.4% | +4.1% |
| 30D | -0.4% | +1.1% | -1.5% | -1.2% |
| 3M | +16.9% | +1.6% | +15.3% | +15.1% |
| 6M | +26.6% | -13.5% | +40.1% | +30.9% |
| YTD | +15.8% | -19.1% | +34.8% | +22.2% |
| 1Y | +27.2% | -33.9% | +61.0% | +43.4% |
| 3Y | +132.4% | -3.9% | +136.3% | +122.4% |
| All | +71.4% | +6.0% | +65.4% | +55.8% |
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 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