+3.4%
BAX vs PTC
-38.1%
+41.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.8% | -2.1% |
| 7D | -2.4% | -12.8% | +10.4% | +1.5% |
| 30D | -9.7% | -9.8% | +0.1% | -7.2% |
| 3M | +29.3% | -2.1% | +31.3% | +28.0% |
| 6M | +40.7% | -18.1% | +58.8% | +46.9% |
| YTD | +30.3% | -23.5% | +53.8% | +36.4% |
| 1Y | +3.4% | -37.4% | +40.8% | +10.4% |
| All | +3.4% | -38.1% | +41.5% | +10.4% |
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 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