+675.5%
BE vs PTC
+104.1%
+571.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.6% |
| 7D | -1.2% | +0.8% | -2.0% | -1.7% |
| 30D | -30.9% | +0.7% | -31.6% | -31.1% |
| 3M | -11.6% | +32.6% | -44.2% | -33.2% |
| 6M | -25.7% | +33.6% | -59.3% | -47.3% |
| YTD | +123.1% | +12.4% | +110.7% | +75.8% |
| 1Y | +43.4% | +11.2% | +32.2% | +15.0% |
| 3Y | +1,683.6% | +31.7% | +1,651.9% | +1,112.6% |
| 5Y | +465.4% | +60.1% | +405.3% | +228.8% |
| All | +675.5% | +104.1% | +571.5% | +191.9% |
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