-22.4%
BX vs PTC
-39.6%
+17.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.8% |
| 7D | -5.7% | -13.6% | +7.9% | -2.0% |
| 30D | -8.9% | -14.7% | +5.8% | -5.0% |
| 3M | +8.4% | -5.9% | +14.3% | +9.4% |
| 6M | +18.9% | -21.1% | +40.1% | +28.1% |
| YTD | -13.6% | -26.0% | +12.4% | -4.8% |
| 1Y | -22.4% | -36.8% | +14.4% | -5.6% |
| All | -22.4% | -39.6% | +17.2% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling