+7,270.7%
BHP vs PTC
+8,854.1%
-1,583.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | -4.5% | +0.7% | -5.2% | -4.6% |
| 3M | -6.4% | +32.6% | -39.0% | -11.4% |
| 6M | -0.1% | +33.6% | -33.6% | -6.1% |
| YTD | +43.0% | +12.4% | +30.6% | +37.5% |
| 1Y | +56.5% | +11.2% | +45.3% | +50.7% |
| 3Y | +62.0% | +31.7% | +30.4% | +50.6% |
| 5Y | +130.4% | +60.1% | +70.3% | +105.8% |
| 10Y | +349.1% | +317.2% | +31.9% | +241.0% |
| All | +7,270.7% | +8,854.1% | -1,583.4% | +3,828.5% |
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 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