+60.5%
BDX vs PTC
+196.2%
-135.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.6% |
| 7D | -3.6% | -13.6% | +10.0% | -0.8% |
| 30D | +0.7% | -14.7% | +15.3% | +3.7% |
| 3M | +19.0% | -5.9% | +24.9% | +19.8% |
| 6M | +10.8% | -21.1% | +31.9% | +15.3% |
| YTD | +20.1% | -26.0% | +46.2% | +26.3% |
| 1Y | +23.1% | -36.8% | +59.9% | +33.2% |
| 3Y | -8.8% | -10.3% | +1.4% | -8.9% |
| 5Y | -1.4% | +1.2% | -2.6% | -5.2% |
| 10Y | +60.5% | +198.3% | -137.8% | +13.8% |
| All | +60.5% | +196.2% | -135.7% | +13.8% |
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 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