+1,376.8%
BAC vs PTC
+6,346.6%
-4,969.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +6.0% | +1.3% |
| 7D | +1.1% | -10.3% | +11.4% | +3.5% |
| 30D | -0.4% | +1.1% | -1.5% | -0.9% |
| 3M | +16.9% | +1.6% | +15.3% | +15.5% |
| 6M | +26.6% | -13.5% | +40.1% | +29.2% |
| YTD | +15.8% | -19.1% | +34.8% | +19.8% |
| 1Y | +27.2% | -33.9% | +61.0% | +37.3% |
| 3Y | +132.4% | -3.9% | +136.3% | +129.0% |
| 5Y | +72.6% | +6.0% | +66.5% | +64.3% |
| 10Y | +389.7% | +223.7% | +166.0% | +255.7% |
| All | +1,376.8% | +6,346.6% | -4,969.8% | +297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling