+668.7%
BX vs PTC
+196.2%
+472.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.0% |
| 7D | -5.7% | -13.6% | +7.9% | +1.2% |
| 30D | -8.9% | -14.7% | +5.8% | -1.8% |
| 3M | +8.4% | -5.9% | +14.3% | +9.9% |
| 6M | +18.9% | -21.1% | +40.1% | +31.1% |
| YTD | -13.6% | -26.0% | +12.4% | -1.9% |
| 1Y | -22.4% | -36.8% | +14.4% | -4.7% |
| 3Y | +26.0% | -10.3% | +36.3% | +27.0% |
| 5Y | +18.8% | +1.2% | +17.6% | +12.0% |
| 10Y | +668.7% | +198.3% | +470.5% | +348.5% |
| All | +668.7% | +196.2% | +472.6% | +348.5% |
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 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