+289.8%
PBF vs PTC
+803.1%
-513.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.9% |
| 3M | +10.3% | +32.1% | -21.9% | -4.2% |
| 6M | +63.4% | +42.6% | +20.8% | +35.6% |
| YTD | +152.6% | +12.0% | +140.7% | +130.3% |
| 1Y | +87.4% | +12.2% | +75.2% | +70.7% |
| 3Y | +63.3% | +31.2% | +32.0% | +34.3% |
| 5Y | +412.5% | +54.9% | +357.6% | +275.7% |
| 10Y | +282.5% | +343.1% | -60.7% | +50.9% |
| All | +289.8% | +803.1% | -513.3% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling