+7,933.5%
BNY vs PTC
+5,991.9%
+1,941.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.1% |
| 7D | +1.5% | -12.8% | +14.3% | +4.3% |
| 30D | +3.3% | -9.8% | +13.1% | +5.3% |
| 3M | +15.3% | -2.1% | +17.4% | +14.8% |
| 6M | +42.5% | -18.1% | +60.6% | +46.8% |
| YTD | +42.1% | -23.5% | +65.6% | +48.5% |
| 1Y | +59.4% | -37.4% | +96.8% | +73.5% |
| 3Y | +291.5% | -7.2% | +298.8% | +288.6% |
| 5Y | +252.3% | +2.7% | +249.7% | +238.9% |
| 10Y | +407.5% | +203.4% | +204.1% | +273.6% |
| All | +7,933.5% | +5,991.9% | +1,941.6% | +1,802.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling