+804.0%
PBF vs PTC
+1.8%
+802.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.8% | +4.9% |
| 7D | +2.4% | -12.8% | +15.2% | +6.5% |
| 30D | +24.9% | -9.8% | +34.7% | +28.3% |
| 3M | +81.9% | -2.1% | +83.9% | +81.3% |
| 6M | +79.4% | -18.1% | +97.5% | +88.6% |
| YTD | +188.3% | -23.5% | +211.8% | +209.1% |
| 1Y | +177.3% | -37.4% | +214.6% | +219.4% |
| 3Y | +56.0% | -7.2% | +63.2% | +50.9% |
| 5Y | +804.0% | +2.7% | +801.4% | +763.8% |
| All | +804.0% | +1.8% | +802.2% | +763.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling