+463.5%
BTSG vs PTC
-28.4%
+492.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.2% |
| 7D | +2.9% | -13.6% | +16.5% | +6.0% |
| 30D | +0.9% | -14.7% | +15.5% | +4.1% |
| 3M | +1.6% | -5.9% | +7.5% | +2.0% |
| 6M | +46.8% | -21.1% | +67.9% | +55.8% |
| YTD | +65.5% | -26.0% | +91.5% | +79.3% |
| 1Y | +136.2% | -36.8% | +173.1% | +170.4% |
| All | +463.5% | -28.4% | +492.0% | +491.2% |
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 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