+121.7%
BP vs PTC
+223.7%
-102.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.6% | +2.0% |
| 7D | +3.9% | -10.3% | +14.2% | +6.6% |
| 30D | +7.6% | +1.1% | +6.5% | +7.1% |
| 3M | +0.7% | +1.6% | -0.9% | -0.5% |
| 6M | +15.5% | -13.5% | +29.0% | +18.5% |
| YTD | +30.8% | -19.1% | +49.9% | +36.1% |
| 1Y | +34.3% | -33.9% | +68.2% | +47.3% |
| 3Y | +35.1% | -3.9% | +39.0% | +30.4% |
| 5Y | +126.8% | +6.0% | +120.8% | +108.1% |
| All | +121.7% | +223.7% | -102.0% | +37.5% |
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