+127.7%
BP vs PTC
+326.2%
-198.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -6.9% | +0.8% | -7.7% | -7.0% |
| 30D | -3.6% | +0.7% | -4.3% | -3.7% |
| 3M | +8.4% | +32.6% | -24.2% | +0.4% |
| 6M | +5.3% | +33.6% | -28.2% | -3.2% |
| YTD | +33.2% | +12.4% | +20.7% | +27.1% |
| 1Y | +28.2% | +11.2% | +17.0% | +22.6% |
| 3Y | +49.2% | +31.7% | +17.6% | +32.9% |
| 5Y | +102.9% | +60.1% | +42.8% | +67.0% |
| 10Y | +127.7% | +317.2% | -189.5% | +45.5% |
| All | +127.7% | +326.2% | -198.5% | +45.5% |
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