+123.9%
BHP vs PTC
+1.8%
+122.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +2.9% |
| 7D | +1.3% | -12.8% | +14.1% | +4.0% |
| 30D | +4.0% | -9.8% | +13.8% | +6.0% |
| 3M | +12.3% | -2.1% | +14.4% | +11.8% |
| 6M | +30.8% | -18.1% | +48.9% | +36.1% |
| YTD | +58.8% | -23.5% | +82.3% | +67.9% |
| 1Y | +76.8% | -37.4% | +114.2% | +98.6% |
| 3Y | +87.5% | -7.2% | +94.7% | +79.5% |
| 5Y | +123.9% | +2.7% | +121.2% | +107.0% |
| All | +123.9% | +1.8% | +122.1% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling