+22.1%
BDX vs PTC
-37.0%
+59.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.9% |
| 7D | -5.4% | -14.2% | +8.8% | -2.4% |
| 30D | -2.2% | -14.4% | +12.3% | +0.8% |
| 3M | +20.1% | -4.7% | +24.8% | +20.1% |
| 6M | +9.1% | -19.3% | +28.4% | +10.9% |
| YTD | +17.9% | -26.1% | +44.0% | +22.4% |
| 1Y | +22.1% | -37.1% | +59.1% | +31.9% |
| All | +22.1% | -37.0% | +59.0% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling