-7.4%
BN vs PTC
+10.9%
-18.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | +4.3% | +1.3% | +3.0% | +4.2% |
| 30D | +14.3% | +1.1% | +13.2% | +14.2% |
| 3M | -4.1% | +30.1% | -34.2% | -6.3% |
| 6M | -9.7% | +34.0% | -43.7% | -11.6% |
| YTD | -7.1% | +12.8% | -20.0% | -0.8% |
| 1Y | -7.4% | +10.7% | -18.2% | 0.0% |
| All | -7.4% | +10.9% | -18.3% | 0.0% |
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