+25,667.1%
BRO vs PTC
+5,792.1%
+19,875.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.1% |
| 7D | -7.6% | -13.6% | +5.9% | -6.3% |
| 30D | -6.9% | -14.7% | +7.8% | -5.4% |
| 3M | +12.8% | -5.9% | +18.7% | +13.3% |
| 6M | -5.9% | -21.1% | +15.3% | -3.8% |
| YTD | -15.9% | -26.0% | +10.1% | -13.6% |
| 1Y | -28.1% | -36.8% | +8.7% | -25.0% |
| 3Y | -7.0% | -10.3% | +3.3% | -6.8% |
| 5Y | +18.0% | +1.2% | +16.8% | +16.3% |
| 10Y | +293.9% | +198.3% | +95.6% | +247.6% |
| All | +25,667.1% | +5,792.1% | +19,875.0% | +20,639.6% |
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