+59.6%
PBF vs PTC
-2.9%
+62.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | +0.3% |
| 7D | +4.3% | -10.3% | +14.6% | +7.3% |
| 30D | +22.0% | +1.1% | +20.8% | +21.3% |
| 3M | +74.5% | +1.6% | +72.9% | +72.8% |
| 6M | +67.7% | -13.5% | +81.1% | +74.0% |
| YTD | +179.2% | -19.1% | +198.2% | +195.6% |
| 1Y | +170.0% | -33.9% | +203.9% | +210.5% |
| All | +59.6% | -2.9% | +62.5% | +48.2% |
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