+252.3%
PBF vs PTC
+326.2%
-73.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | -7.4% | +0.8% | -8.2% | -7.7% |
| 30D | -17.5% | +0.7% | -18.2% | -17.7% |
| 3M | +13.1% | +32.6% | -19.5% | -1.7% |
| 6M | +72.6% | +33.6% | +39.1% | +48.0% |
| YTD | +161.2% | +12.4% | +148.8% | +138.3% |
| 1Y | +93.3% | +11.2% | +82.1% | +77.3% |
| 3Y | +80.7% | +31.7% | +49.0% | +48.1% |
| 5Y | +396.1% | +60.1% | +336.0% | +255.6% |
| 10Y | +252.3% | +317.2% | -64.9% | +46.7% |
| All | +252.3% | +326.2% | -73.9% | +46.7% |
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