+1,008.9%
BE vs PTC
+38.8%
+970.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -5.5% | +15.1% | +13.8% |
| 7D | +29.8% | -12.8% | +42.6% | +42.5% |
| 30D | +26.4% | -9.8% | +36.2% | +33.8% |
| 3M | +9.3% | -2.1% | +11.4% | +2.8% |
| 6M | +105.1% | -18.1% | +123.2% | +118.2% |
| YTD | +219.0% | -23.5% | +242.6% | +252.4% |
| 1Y | +418.8% | -37.4% | +456.1% | +591.6% |
| 3Y | +1,784.6% | -7.2% | +1,791.8% | +1,643.1% |
| 5Y | +1,251.0% | +2.7% | +1,248.3% | +1,062.5% |
| All | +1,008.9% | +38.8% | +970.1% | +485.2% |
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 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