+63.3%
PBF vs PTC
+32.2%
+31.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | -13.8% | -0.2% | -13.5% | -13.7% |
| 30D | -19.6% | +0.8% | -20.4% | -19.7% |
| 3M | +10.3% | +32.1% | -21.9% | +3.0% |
| 6M | +63.4% | +42.6% | +20.8% | +48.7% |
| YTD | +152.6% | +12.0% | +140.7% | +147.8% |
| 1Y | +87.4% | +12.2% | +75.2% | +83.6% |
| 3Y | +63.3% | +31.2% | +32.0% | +15.5% |
| All | +63.3% | +32.2% | +31.1% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling