-30.1%
BROS vs PTC
-37.6%
+7.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -1.3% |
| 7D | -0.9% | -12.8% | +11.9% | -0.5% |
| 30D | -13.5% | -9.8% | -3.7% | -13.2% |
| 3M | -18.4% | -2.1% | -16.4% | -19.1% |
| 6M | -10.6% | -18.1% | +7.5% | -2.3% |
| YTD | -25.1% | -23.5% | -1.6% | -14.5% |
| All | -30.1% | -37.6% | +7.5% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling