+911.5%
BE vs PTC
+46.9%
+864.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -6.0% | +13.4% | +12.0% |
| 7D | +20.0% | -10.3% | +30.2% | +29.6% |
| 30D | +7.9% | +1.1% | +6.8% | +4.8% |
| 3M | -13.2% | +1.6% | -14.8% | -19.9% |
| 6M | +53.5% | -13.5% | +66.9% | +57.7% |
| YTD | +191.0% | -19.1% | +210.1% | +209.6% |
| 1Y | +360.5% | -33.9% | +394.4% | +492.9% |
| 3Y | +1,568.0% | -3.9% | +1,571.9% | +1,415.8% |
| 5Y | +1,055.2% | +6.0% | +1,049.1% | +877.7% |
| All | +911.5% | +46.9% | +864.6% | +414.1% |
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