+264.7%
BN vs PTC
+196.2%
+68.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.6% |
| 7D | -3.0% | -13.6% | +10.6% | +2.8% |
| 30D | -13.0% | -14.7% | +1.6% | -7.4% |
| 3M | -15.2% | -5.9% | -9.3% | -14.4% |
| 6M | -5.9% | -21.1% | +15.2% | +1.9% |
| YTD | -15.8% | -26.0% | +10.2% | -6.4% |
| 1Y | -12.2% | -36.8% | +24.6% | +4.4% |
| 3Y | +72.2% | -10.3% | +82.5% | +73.2% |
| 5Y | +33.2% | +1.2% | +32.0% | +25.4% |
| 10Y | +264.7% | +198.3% | +66.4% | +119.3% |
| All | +264.7% | +196.2% | +68.5% | +119.3% |
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