+15,251.3%
BN vs PTC
+6,346.6%
+8,904.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +0.6% |
| 7D | -2.5% | -10.3% | +7.8% | -0.9% |
| 30D | -9.5% | +1.1% | -10.6% | -9.7% |
| 3M | -10.4% | +1.6% | -12.0% | -11.0% |
| 6M | -6.4% | -13.5% | +7.1% | -4.9% |
| YTD | -11.9% | -19.1% | +7.2% | -9.7% |
| 1Y | -8.6% | -33.9% | +25.3% | -3.6% |
| 3Y | +77.6% | -3.9% | +81.5% | +77.5% |
| 5Y | +37.0% | +6.0% | +31.0% | +34.9% |
| 10Y | +266.4% | +223.7% | +42.7% | +210.2% |
| All | +15,251.3% | +6,346.6% | +8,904.7% | +7,847.1% |
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 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