+32.9%
BX vs PTC
-2.7%
+35.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | +1.7% |
| 7D | -4.4% | -10.3% | +5.9% | +0.4% |
| 30D | +0.1% | +1.1% | -1.1% | -0.8% |
| 3M | +16.0% | +1.6% | +14.4% | +13.8% |
| 6M | +21.6% | -13.5% | +35.1% | +29.7% |
| YTD | -8.9% | -19.1% | +10.2% | +0.7% |
| 1Y | -16.6% | -33.9% | +17.3% | +3.6% |
| All | +32.9% | -2.7% | +35.6% | +11.5% |
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