+967.7%
BX vs PTC
+590.9%
+376.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | +2.1% |
| 7D | -4.4% | -10.3% | +5.9% | +1.2% |
| 30D | +0.1% | +1.1% | -1.1% | -0.9% |
| 3M | +16.0% | +1.6% | +14.4% | +13.0% |
| 6M | +21.6% | -13.5% | +35.1% | +28.4% |
| YTD | -8.9% | -19.1% | +10.2% | -0.6% |
| 1Y | -16.6% | -33.9% | +17.3% | +1.3% |
| 3Y | +43.3% | -3.9% | +47.2% | +39.4% |
| 5Y | +25.7% | +6.0% | +19.7% | +15.2% |
| 10Y | +689.5% | +223.7% | +465.8% | +240.5% |
| All | +967.7% | +590.9% | +376.8% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling