+24.3%
BX vs PTC
+1.8%
+22.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | +1.6% |
| 7D | -2.0% | -12.8% | +10.8% | +5.9% |
| 30D | -2.3% | -9.8% | +7.5% | +3.3% |
| 3M | +18.5% | -2.1% | +20.6% | +17.5% |
| 6M | +23.7% | -18.1% | +41.8% | +36.5% |
| YTD | -10.4% | -23.5% | +13.2% | +3.0% |
| 1Y | -19.6% | -37.4% | +17.8% | +5.2% |
| 3Y | +30.8% | -7.2% | +38.0% | +23.3% |
| 5Y | +24.3% | +2.7% | +21.7% | +6.0% |
| All | +24.3% | +1.8% | +22.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling