+22.6%
BDX vs PTC
+31.6%
-9.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +7.3% | +1.3% | +6.0% | +7.1% |
| 30D | +15.7% | +1.1% | +14.6% | +15.5% |
| 3M | +19.1% | +30.1% | -11.1% | +12.7% |
| 6M | +44.1% | +34.0% | +10.1% | +34.7% |
| YTD | +42.1% | +12.8% | +29.2% | +37.3% |
| 1Y | +52.6% | +10.7% | +41.9% | +48.0% |
| 3Y | +22.6% | +29.6% | -7.1% | +15.8% |
| All | +22.6% | +31.6% | -9.1% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling