+302.3%
BN vs PTC
+317.3%
-15.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | +13.5% | +0.9% | +12.6% | +13.1% |
| 3M | -5.9% | +30.4% | -36.3% | -17.2% |
| 6M | -8.9% | +34.4% | -43.3% | -21.9% |
| YTD | -7.9% | +12.6% | -20.5% | -15.2% |
| 1Y | -8.3% | +10.2% | -18.5% | -14.8% |
| 3Y | +100.8% | +29.4% | +71.4% | +71.1% |
| 5Y | +38.2% | +63.7% | -25.5% | +5.5% |
| 10Y | +302.3% | +316.9% | -14.5% | +110.1% |
| All | +302.3% | +317.3% | -15.0% | +110.1% |
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