+74.2%
BND vs PTC
+950.9%
-876.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.6% | +1.2% | -0.6% | +0.6% |
| 3M | -1.6% | +27.4% | -29.0% | -1.5% |
| 6M | -1.5% | +39.2% | -40.7% | -1.4% |
| YTD | -1.5% | +12.5% | -14.0% | -1.4% |
| 1Y | -1.1% | +12.3% | -13.4% | -1.0% |
| 3Y | +13.6% | +28.8% | -15.2% | +13.8% |
| 5Y | -1.8% | +60.9% | -62.7% | -1.5% |
| 10Y | +17.0% | +316.6% | -299.6% | +19.4% |
| All | +74.2% | +950.9% | -876.7% | +83.0% |
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