+76.4%
BND vs PTC
+656.1%
-579.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.1% | 0.0% |
| 7D | -0.1% | -10.3% | +10.1% | -0.2% |
| 30D | -0.4% | +1.1% | -1.5% | -0.3% |
| 3M | -0.6% | +1.6% | -2.2% | -0.6% |
| 6M | -1.4% | -13.5% | +12.0% | -1.5% |
| YTD | -0.2% | -19.1% | +18.8% | -0.3% |
| 1Y | +1.3% | -33.9% | +35.2% | +1.2% |
| 3Y | +13.2% | -3.9% | +17.1% | +13.2% |
| 5Y | -1.6% | +6.0% | -7.6% | -1.5% |
| 10Y | +15.5% | +223.7% | -208.3% | +17.9% |
| All | +76.4% | +656.1% | -579.8% | +85.0% |
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