+349.0%
BHP vs PTC
+317.3%
+31.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | -5.4% | +0.9% | -6.3% | -5.6% |
| 3M | -6.9% | +30.4% | -37.2% | -15.1% |
| 6M | -4.3% | +34.4% | -38.8% | -14.5% |
| YTD | +41.6% | +12.6% | +29.0% | +33.0% |
| 1Y | +53.3% | +10.2% | +43.1% | +45.0% |
| 3Y | +58.4% | +29.4% | +29.0% | +37.5% |
| 5Y | +121.3% | +63.7% | +57.5% | +72.4% |
| 10Y | +349.0% | +316.9% | +32.1% | +136.4% |
| All | +349.0% | +317.3% | +31.7% | +136.4% |
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