-2.1%
BROS vs PTC
+59.5%
-61.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +6.3% | +0.5% | +5.8% | +6.1% |
| 30D | -8.3% | +1.2% | -9.6% | -8.7% |
| 3M | -29.8% | +27.4% | -57.2% | -37.4% |
| 6M | -25.8% | +39.2% | -65.0% | -38.2% |
| YTD | -41.4% | +12.5% | -53.9% | -45.2% |
| 1Y | -35.2% | +12.3% | -47.4% | -39.3% |
| 3Y | +32.8% | +28.8% | +3.9% | +4.4% |
| 5Y | -42.2% | +60.9% | -103.0% | -61.4% |
| All | -2.1% | +59.5% | -61.7% | -34.8% |
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