+80.8%
BHP vs PTC
-39.6%
+120.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | -0.1% |
| 7D | +0.9% | -13.6% | +14.5% | -0.7% |
| 30D | +4.0% | -14.7% | +18.7% | +2.2% |
| 3M | +11.3% | -5.9% | +17.2% | +11.3% |
| 6M | +29.3% | -21.1% | +50.5% | +28.7% |
| YTD | +59.2% | -26.0% | +85.2% | +62.6% |
| 1Y | +80.8% | -36.8% | +117.7% | +97.4% |
| All | +80.8% | -39.6% | +120.5% | +97.4% |
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 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