+66.0%
BHP vs PTC
-33.3%
+99.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.6% | -3.0% |
| 7D | -5.0% | -10.3% | +5.3% | -6.0% |
| 30D | +1.2% | +1.1% | 0.0% | +1.6% |
| 3M | +1.8% | +1.6% | +0.2% | +2.9% |
| 6M | +18.0% | -13.5% | +31.5% | +19.1% |
| YTD | +52.7% | -19.1% | +71.8% | +58.2% |
| 1Y | +66.0% | -33.9% | +99.8% | +85.8% |
| All | +66.0% | -33.3% | +99.2% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling