+532.2%
BE vs PTC
+60.7%
+471.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | +10.8% | +0.5% | +10.3% | +10.6% |
| 30D | -19.8% | +1.2% | -21.0% | -20.2% |
| 3M | -18.7% | +27.4% | -46.1% | -31.3% |
| 6M | -33.7% | +39.2% | -72.9% | -49.6% |
| YTD | +121.0% | +12.5% | +108.4% | +94.8% |
| 1Y | +85.4% | +12.3% | +73.1% | +64.4% |
| 3Y | +1,709.5% | +28.8% | +1,680.7% | +1,261.7% |
| All | +532.2% | +60.7% | +471.5% | +285.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling