+6,251.9%
BDX vs PTC
+8,871.4%
-2,619.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | +15.1% | +1.2% | +13.9% | +15.0% |
| 3M | +18.2% | +32.6% | -14.4% | +14.4% |
| 6M | +48.1% | +36.1% | +12.1% | +42.8% |
| YTD | +44.1% | +12.7% | +31.5% | +41.3% |
| 1Y | +46.4% | +10.2% | +36.2% | +43.8% |
| 3Y | +24.4% | +29.4% | -5.1% | +19.7% |
| 5Y | +26.1% | +61.1% | -35.0% | +18.1% |
| 10Y | +93.3% | +317.1% | -223.8% | +62.9% |
| All | +6,251.9% | +8,871.4% | -2,619.5% | +3,226.2% |
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