+259.0%
BNY vs PTC
+0.6%
+258.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.1% | -14.2% | +13.2% | +3.2% |
| 30D | +1.4% | -14.4% | +15.9% | +5.6% |
| 3M | +16.8% | -4.7% | +21.5% | +16.9% |
| 6M | +42.0% | -19.3% | +61.3% | +49.8% |
| YTD | +41.9% | -26.1% | +68.0% | +54.0% |
| 1Y | +59.2% | -37.1% | +96.3% | +82.4% |
| 3Y | +290.9% | -10.4% | +301.3% | +279.1% |
| 5Y | +259.0% | +2.5% | +256.6% | +224.0% |
| All | +259.0% | +0.6% | +258.4% | +224.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling