+250.9%
PBF vs PTC
+312.5%
-61.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +6.5% | +0.5% | +6.0% | +6.2% |
| 30D | -20.0% | +1.2% | -21.2% | -20.4% |
| 3M | -3.3% | +27.4% | -30.7% | -14.6% |
| 6M | +76.8% | +39.2% | +37.6% | +48.8% |
| YTD | +168.9% | +12.5% | +156.4% | +145.3% |
| 1Y | +96.4% | +12.3% | +84.1% | +79.2% |
| 3Y | +77.2% | +28.8% | +48.4% | +46.7% |
| 5Y | +417.7% | +60.9% | +356.9% | +270.0% |
| All | +250.9% | +312.5% | -61.5% | +47.8% |
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