+104.4%
BDX vs PTC
+312.5%
-208.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +15.4% | +1.2% | +14.2% | +15.2% |
| 3M | +20.5% | +27.4% | -6.8% | +14.1% |
| 6M | +53.2% | +39.2% | +14.0% | +41.9% |
| YTD | +45.7% | +12.5% | +33.2% | +40.2% |
| 1Y | +47.3% | +12.3% | +35.0% | +41.7% |
| 3Y | +25.1% | +28.8% | -3.8% | +15.6% |
| 5Y | +27.4% | +60.9% | -33.4% | +11.4% |
| All | +104.4% | +312.5% | -208.0% | +39.9% |
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