-37.1%
BAX vs PTC
+204.7%
-241.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -2.6% |
| 7D | -2.4% | -12.8% | +10.4% | +0.3% |
| 30D | -9.7% | -9.8% | +0.1% | -7.9% |
| 3M | +29.3% | -2.1% | +31.3% | +29.2% |
| 6M | +40.7% | -18.1% | +58.8% | +45.6% |
| YTD | +30.3% | -23.5% | +53.8% | +36.6% |
| 1Y | +3.4% | -37.4% | +40.8% | +12.7% |
| 3Y | -32.0% | -7.2% | -24.8% | -33.0% |
| 5Y | -66.9% | +2.7% | -69.5% | -68.6% |
| 10Y | -37.1% | +203.4% | -240.5% | -57.5% |
| All | -37.1% | +204.7% | -241.8% | -57.5% |
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