+38.3%
BN vs PTC
+6.0%
+32.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +2.5% |
| 7D | -2.5% | -10.3% | +7.8% | +2.4% |
| 30D | -9.5% | +1.1% | -10.6% | -10.4% |
| 3M | -10.4% | +1.6% | -12.0% | -12.4% |
| 6M | -6.4% | -13.5% | +7.1% | -1.2% |
| YTD | -11.9% | -19.1% | +7.2% | -3.9% |
| 1Y | -8.6% | -33.9% | +25.3% | +10.9% |
| 3Y | +77.6% | -3.9% | +81.5% | +69.0% |
| All | +38.3% | +6.0% | +32.2% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling