+672.8%
BX vs PTC
+315.4%
+357.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | +3.7% | +1.3% | +2.4% | +3.1% |
| 30D | +8.2% | +1.1% | +7.2% | +7.7% |
| 3M | -12.7% | +30.1% | -42.8% | -25.1% |
| 6M | +1.0% | +34.0% | -33.1% | -15.9% |
| YTD | -17.2% | +12.8% | -30.1% | -25.2% |
| 1Y | -11.6% | +10.7% | -22.3% | -19.4% |
| 3Y | +36.8% | +29.6% | +7.1% | +12.4% |
| 5Y | +4.8% | +63.5% | -58.7% | -23.3% |
| 10Y | +672.8% | +316.7% | +356.1% | +255.2% |
| All | +672.8% | +315.4% | +357.4% | +255.2% |
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