+898.2%
BAX vs PTC
+8,885.1%
-7,986.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.6% | +1.3% | +2.4% | +3.5% |
| 30D | +8.5% | +1.1% | +7.4% | +8.4% |
| 3M | -4.9% | +30.1% | -35.0% | -7.8% |
| 6M | +47.0% | +34.0% | +13.0% | +41.8% |
| YTD | +38.4% | +12.8% | +25.6% | +35.7% |
| 1Y | +49.1% | +10.7% | +38.4% | +46.5% |
| 3Y | -14.9% | +29.6% | -44.5% | -18.2% |
| 5Y | -63.1% | +63.5% | -126.7% | -65.6% |
| 10Y | -35.6% | +316.7% | -352.3% | -45.9% |
| All | +898.2% | +8,885.1% | -7,986.9% | +320.8% |
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 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