+274.7%
BBY vs PTC
+312.5%
-37.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +4.5% | +0.5% | +4.0% | +4.3% |
| 30D | +16.8% | +1.2% | +15.6% | +16.3% |
| 3M | +23.2% | +27.4% | -4.2% | +9.5% |
| 6M | +91.9% | +39.2% | +52.7% | +61.5% |
| YTD | +61.6% | +12.5% | +49.1% | +48.5% |
| 1Y | +43.9% | +12.3% | +31.6% | +32.2% |
| 3Y | +88.6% | +28.8% | +59.8% | +59.4% |
| 5Y | -3.1% | +60.9% | -64.0% | -27.0% |
| All | +274.7% | +312.5% | -37.7% | +71.4% |
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