+468.7%
BTSG vs PTC
-26.0%
+494.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.5% | +8.5% | +4.2% |
| 7D | +5.7% | -12.8% | +18.5% | +8.7% |
| 30D | +0.2% | -9.8% | +10.0% | +2.2% |
| 3M | +5.6% | -2.1% | +7.7% | +5.1% |
| 6M | +50.8% | -18.1% | +68.9% | +58.7% |
| YTD | +67.0% | -23.5% | +90.6% | +79.7% |
| 1Y | +145.5% | -37.4% | +182.9% | +183.0% |
| All | +468.7% | -26.0% | +494.7% | +492.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling