+7,115.9%
BHP vs PTC
+8,885.1%
-1,769.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | -6.5% | +1.1% | -7.6% | -6.6% |
| 3M | -8.5% | +30.1% | -38.7% | -13.2% |
| 6M | -2.2% | +34.0% | -36.2% | -8.1% |
| YTD | +40.0% | +12.8% | +27.2% | +34.5% |
| 1Y | +51.3% | +10.7% | +40.6% | +45.8% |
| 3Y | +56.5% | +29.6% | +26.9% | +45.9% |
| 5Y | +130.2% | +63.5% | +66.6% | +105.0% |
| 10Y | +336.5% | +316.7% | +19.8% | +231.5% |
| All | +7,115.9% | +8,885.1% | -1,769.2% | +3,743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling