+24.7%
BTDR vs PTC
-0.9%
+25.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.3% |
| 7D | +14.8% | -13.6% | +28.4% | +21.5% |
| 30D | +41.8% | -14.7% | +56.5% | +50.7% |
| 3M | -29.2% | -5.9% | -23.3% | -29.4% |
| 6M | +66.2% | -21.1% | +87.3% | +80.6% |
| YTD | +10.0% | -26.0% | +36.0% | +23.5% |
| 1Y | -11.0% | -36.8% | +25.9% | +10.2% |
| 3Y | +6.9% | -10.3% | +17.2% | +16.6% |
| 5Y | +24.7% | +1.2% | +23.5% | +35.2% |
| All | +24.7% | -0.9% | +25.6% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling