+15.7%
BND vs PTC
+196.2%
-180.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | -0.1% | -13.6% | +13.4% | +0.1% |
| 30D | -0.2% | -14.7% | +14.4% | 0.0% |
| 3M | -0.7% | -5.9% | +5.2% | -0.6% |
| 6M | -1.7% | -21.1% | +19.5% | -1.3% |
| YTD | -0.5% | -26.0% | +25.5% | -0.1% |
| 1Y | +0.4% | -36.8% | +37.2% | +1.1% |
| 3Y | +13.1% | -10.3% | +23.4% | +13.1% |
| 5Y | -2.1% | +1.2% | -3.3% | -2.6% |
| 10Y | +15.7% | +198.3% | -182.6% | +14.3% |
| All | +15.7% | +196.2% | -180.5% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling