+15,687.7%
BN vs PTC
+8,817.5%
+6,870.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -0.9% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +11.9% | +0.8% | +11.1% | +11.8% |
| 3M | -5.7% | +32.1% | -37.8% | -10.3% |
| 6M | -10.6% | +42.6% | -53.2% | -16.3% |
| YTD | -9.4% | +12.0% | -21.3% | -12.1% |
| 1Y | -8.8% | +12.2% | -20.9% | -11.6% |
| 3Y | +95.6% | +31.2% | +64.4% | +85.3% |
| 5Y | +30.2% | +54.9% | -24.7% | +20.4% |
| 10Y | +277.0% | +343.1% | -66.1% | +202.5% |
| All | +15,687.7% | +8,817.5% | +6,870.3% | +7,632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling