+7,926.8%
BNY vs PTC
+5,991.9%
+1,934.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +42.0% | -23.5% | +65.5% | +48.4% |
| 1Y | +59.3% | -37.4% | +96.6% | +73.3% |
| 3Y | +291.2% | -7.2% | +298.4% | +288.3% |
| 5Y | +252.1% | +2.7% | +249.4% | +238.6% |
| 10Y | +407.1% | +203.4% | +203.7% | +273.3% |
| All | +7,926.8% | +5,991.9% | +1,934.9% | +1,801.0% |
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