-1.8%
BROS vs PTC
+59.4%
-61.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +6.5% |
| 7D | -17.9% | +0.8% | -18.7% | -18.1% |
| 30D | -5.4% | +0.7% | -6.1% | -5.6% |
| 3M | -32.1% | +32.6% | -64.7% | -40.6% |
| 6M | -31.7% | +33.6% | -65.2% | -41.7% |
| YTD | -41.2% | +12.4% | -53.6% | -45.0% |
| 1Y | -32.6% | +11.2% | -43.8% | -36.5% |
| 3Y | +32.7% | +31.7% | +1.0% | +2.6% |
| 5Y | -44.2% | +60.1% | -104.3% | -62.7% |
| All | -1.8% | +59.4% | -61.3% | -34.6% |
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 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