+737.9%
BE vs PTC
+104.3%
+633.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.2% | +13.2% | +13.1% |
| 7D | +4.5% | +0.5% | +4.0% | +4.2% |
| 30D | -20.1% | +0.9% | -21.0% | -20.6% |
| 3M | -0.8% | +30.4% | -31.2% | -24.0% |
| 6M | -26.2% | +34.4% | -60.6% | -47.9% |
| YTD | +141.1% | +12.6% | +128.5% | +89.7% |
| 1Y | +64.8% | +10.2% | +54.7% | +33.3% |
| 3Y | +1,887.4% | +29.4% | +1,858.0% | +1,274.8% |
| 5Y | +518.1% | +63.7% | +454.4% | +252.2% |
| All | +737.9% | +104.3% | +633.5% | +215.0% |
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