+25.1%
BROS vs PTC
+8.5%
+16.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +1.0% |
| 7D | -0.9% | -12.8% | +11.9% | +5.3% |
| 30D | -13.5% | -9.8% | -3.7% | -9.7% |
| 3M | -18.4% | -2.1% | -16.4% | -20.2% |
| 6M | -10.6% | -18.1% | +7.5% | -3.8% |
| YTD | -25.1% | -23.5% | -1.6% | -16.4% |
| 1Y | -28.6% | -37.4% | +8.7% | -10.3% |
| 3Y | +65.6% | -7.2% | +72.8% | +49.0% |
| All | +25.1% | +8.5% | +16.6% | -0.4% |
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