+92.2%
BDX vs PTC
+317.3%
-225.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.5% | +0.5% | +2.1% | +2.5% |
| 30D | +13.6% | +0.9% | +12.7% | +13.4% |
| 3M | +18.9% | +30.4% | -11.4% | +12.1% |
| 6M | +51.8% | +34.4% | +17.4% | +41.6% |
| YTD | +43.3% | +12.6% | +30.8% | +37.9% |
| 1Y | +48.0% | +10.2% | +37.8% | +42.9% |
| 3Y | +23.7% | +29.4% | -5.7% | +14.3% |
| 5Y | +24.9% | +63.7% | -38.9% | +8.8% |
| 10Y | +92.2% | +316.9% | -224.7% | +32.0% |
| All | +92.2% | +317.3% | -225.1% | +32.0% |
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