+94.8%
BN vs PTC
+29.1%
+65.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | +14.0% | +1.2% | +12.7% | +13.6% |
| 3M | -9.0% | +27.4% | -36.4% | -15.7% |
| 6M | -8.8% | +39.2% | -48.0% | -19.1% |
| YTD | -10.3% | +12.5% | -22.8% | -11.8% |
| 1Y | -5.8% | +12.3% | -18.1% | -7.4% |
| 3Y | +94.8% | +28.8% | +65.9% | +58.6% |
| All | +94.8% | +29.1% | +65.7% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling