+236.2%
BBY vs PTC
+200.2%
+36.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | -14.2% | +14.9% | +6.8% |
| 30D | +5.8% | -14.4% | +20.2% | +12.0% |
| 3M | +18.0% | -4.7% | +22.7% | +17.8% |
| 6M | +39.8% | -19.3% | +59.2% | +49.0% |
| YTD | +35.4% | -26.1% | +61.5% | +49.5% |
| 1Y | +21.4% | -37.1% | +58.5% | +43.8% |
| 3Y | +39.5% | -10.4% | +49.9% | +38.2% |
| 5Y | -0.5% | +2.5% | -3.0% | -9.0% |
| All | +236.2% | +200.2% | +36.0% | +91.3% |
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