+1,359.3%
BP vs PTC
+8,817.5%
-7,458.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -11.6% | -0.2% | -11.4% | -11.6% |
| 30D | 0.0% | +0.8% | -0.7% | 0.0% |
| 3M | +6.7% | +32.1% | -25.4% | +2.4% |
| 6M | +2.2% | +42.6% | -40.5% | -3.3% |
| YTD | +33.0% | +12.0% | +21.0% | +29.3% |
| 1Y | +30.7% | +12.2% | +18.6% | +27.0% |
| 3Y | +44.2% | +31.2% | +13.0% | +36.5% |
| 5Y | +105.1% | +54.9% | +50.3% | +88.8% |
| 10Y | +133.5% | +343.1% | -209.6% | +87.1% |
| All | +1,359.3% | +8,817.5% | -7,458.2% | +741.5% |
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 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