+88.1%
PBF vs PTC
+10.3%
+77.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +0.8% | +2.9% | +3.7% |
| 30D | -22.2% | +1.2% | -23.3% | -22.2% |
| 3M | +1.3% | +32.6% | -31.4% | -0.2% |
| 6M | +69.0% | +36.1% | +32.9% | +64.3% |
| YTD | +166.5% | +12.7% | +153.8% | +150.7% |
| 1Y | +88.1% | +10.2% | +77.9% | +78.9% |
| All | +88.1% | +10.3% | +77.8% | +78.9% |
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