+121.4%
BKR vs PTC
+200.2%
-78.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.5% | -6.6% |
| 7D | -6.7% | -14.2% | +7.6% | -2.1% |
| 30D | -8.3% | -14.4% | +6.1% | -4.1% |
| 3M | -5.4% | -4.7% | -0.7% | -5.2% |
| 6M | +0.8% | -19.3% | +20.1% | +6.2% |
| YTD | +31.8% | -26.1% | +58.0% | +42.6% |
| 1Y | +28.6% | -37.1% | +65.6% | +47.1% |
| 3Y | +71.2% | -10.4% | +81.6% | +68.7% |
| 5Y | +179.2% | +2.5% | +176.8% | +155.2% |
| All | +121.4% | +200.2% | -78.8% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling