+5,308.1%
BDX vs PTC
+6,346.6%
-1,038.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -0.9% |
| 7D | -2.5% | -10.3% | +7.7% | -1.5% |
| 30D | +8.3% | +1.1% | +7.1% | +8.1% |
| 3M | +24.4% | +1.6% | +22.8% | +24.0% |
| 6M | +9.2% | -13.5% | +22.6% | +10.4% |
| YTD | +22.7% | -19.1% | +41.8% | +24.8% |
| 1Y | +25.9% | -33.9% | +59.7% | +30.4% |
| 3Y | -10.5% | -3.9% | -6.6% | -10.9% |
| 5Y | +1.9% | +6.0% | -4.1% | -0.2% |
| 10Y | +58.7% | +223.7% | -165.0% | +37.8% |
| All | +5,308.1% | +6,346.6% | -1,038.6% | +2,838.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling