+477.8%
BHP vs PTC
+200.2%
+277.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -3.7% | -14.2% | +10.5% | +0.7% |
| 30D | -0.8% | -14.4% | +13.6% | +3.6% |
| 3M | +7.6% | -4.7% | +12.3% | +7.5% |
| 6M | +20.8% | -19.3% | +40.1% | +26.9% |
| YTD | +50.8% | -26.1% | +76.9% | +62.2% |
| 1Y | +70.9% | -37.1% | +108.0% | +94.2% |
| 3Y | +78.0% | -10.4% | +88.4% | +73.4% |
| 5Y | +113.1% | +2.5% | +110.6% | +93.1% |
| All | +477.8% | +200.2% | +277.6% | +218.5% |
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 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