+593.0%
BE vs PTC
+103.2%
+489.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -14.7% | -0.2% | -14.5% | -14.6% |
| 30D | -40.5% | +0.8% | -41.3% | -40.8% |
| 3M | -24.3% | +32.1% | -56.4% | -42.7% |
| 6M | -39.3% | +42.6% | -81.9% | -59.9% |
| YTD | +99.4% | +12.0% | +87.4% | +57.5% |
| 1Y | +26.6% | +12.2% | +14.4% | +0.5% |
| 3Y | +1,616.9% | +31.2% | +1,585.7% | +1,068.9% |
| 5Y | +441.4% | +54.9% | +386.5% | +223.8% |
| All | +593.0% | +103.2% | +489.7% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling