+79.2%
PBF vs PTC
+10.5%
+68.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | -7.4% | +0.8% | -8.2% | -7.4% |
| 30D | -17.5% | +0.7% | -18.2% | -17.5% |
| 3M | +13.1% | +32.6% | -19.5% | +11.5% |
| 6M | +72.6% | +33.6% | +39.1% | +67.3% |
| YTD | +161.2% | +12.4% | +148.8% | +145.5% |
| All | +79.2% | +10.5% | +68.7% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling