+668.0%
BE vs PTC
+104.2%
+563.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | +10.8% | +0.5% | +10.3% | +10.5% |
| 30D | -19.8% | +1.2% | -21.0% | -20.4% |
| 3M | -18.7% | +27.4% | -46.1% | -36.4% |
| 6M | -33.7% | +39.2% | -72.9% | -54.6% |
| YTD | +121.0% | +12.5% | +108.4% | +74.0% |
| 1Y | +85.4% | +12.3% | +73.1% | +46.8% |
| 3Y | +1,709.5% | +28.8% | +1,680.7% | +1,156.4% |
| 5Y | +462.2% | +60.9% | +401.3% | +225.4% |
| All | +668.0% | +104.2% | +563.8% | +188.9% |
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