+53.3%
BHP vs PTC
+10.6%
+42.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.1% |
| 7D | +2.4% | +0.5% | +1.9% | +2.4% |
| 30D | -5.4% | +0.9% | -6.3% | -5.3% |
| 3M | -6.9% | +30.4% | -37.2% | -5.1% |
| 6M | -4.3% | +34.4% | -38.8% | -1.4% |
| YTD | +41.6% | +12.6% | +29.0% | +48.6% |
| 1Y | +53.3% | +10.2% | +43.1% | +62.2% |
| All | +53.3% | +10.6% | +42.7% | +62.2% |
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