+330.8%
PBF vs PTC
+552.9%
-222.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | +1.3% |
| 7D | +4.3% | -10.3% | +14.6% | +9.1% |
| 30D | +22.0% | +1.1% | +20.8% | +20.9% |
| 3M | +74.5% | +1.6% | +72.9% | +71.0% |
| 6M | +67.7% | -13.5% | +81.1% | +74.9% |
| YTD | +179.2% | -19.1% | +198.2% | +197.8% |
| 1Y | +170.0% | -33.9% | +203.9% | +214.7% |
| 3Y | +66.4% | -3.9% | +70.3% | +58.8% |
| 5Y | +764.5% | +6.0% | +758.5% | +659.6% |
| 10Y | +358.5% | +223.7% | +134.8% | +110.1% |
| All | +330.8% | +552.9% | -222.1% | +45.9% |
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