+406.7%
BNY vs PTC
+205.0%
+201.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -1.3% | -7.3% | +5.9% | +0.7% |
| 30D | -0.2% | -11.6% | +11.5% | +2.9% |
| 3M | +14.9% | +10.5% | +4.5% | +10.7% |
| 6M | +40.0% | -17.8% | +57.8% | +45.8% |
| YTD | +42.0% | -24.9% | +66.9% | +51.6% |
| 1Y | +56.9% | -36.8% | +93.7% | +76.0% |
| 3Y | +289.9% | -8.7% | +298.6% | +284.5% |
| 5Y | +259.2% | +4.1% | +255.1% | +234.7% |
| All | +406.7% | +205.0% | +201.7% | +231.3% |
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