+9.7%
BKR vs PTC
+0.1%
+9.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.5% |
| 7D | -8.8% | +0.1% | -8.9% | -8.8% |
| 30D | -13.1% | +1.5% | -14.6% | -13.1% |
| 3M | -18.9% | +37.8% | -56.7% | -18.8% |
| 6M | -27.2% | +41.2% | -68.5% | -26.8% |
| YTD | +10.7% | +12.0% | -1.3% | +13.2% |
| 1Y | +9.7% | +1.6% | +8.0% | +13.8% |
| All | +9.7% | +0.1% | +9.6% | +13.8% |
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