-33.9%
BAX vs PTC
+326.2%
-360.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.0% | +0.8% | +8.2% | +8.9% |
| 30D | +8.5% | +0.7% | +7.7% | +8.3% |
| 3M | -4.1% | +32.6% | -36.7% | -10.3% |
| 6M | +46.9% | +33.6% | +13.4% | +36.5% |
| YTD | +38.4% | +12.4% | +26.0% | +32.9% |
| 1Y | +47.0% | +11.2% | +35.8% | +41.4% |
| 3Y | -14.9% | +31.7% | -46.6% | -22.6% |
| 5Y | -62.5% | +60.1% | -122.6% | -67.8% |
| 10Y | -33.9% | +317.2% | -351.1% | -56.4% |
| All | -33.9% | +326.2% | -360.1% | -56.4% |
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