+469.6%
PBR vs PTC
+61.7%
+407.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -13.3% | +1.3% | -14.6% | -13.5% |
| 30D | -27.7% | +1.1% | -28.8% | -27.9% |
| 3M | +2.7% | +30.1% | -27.5% | -2.3% |
| 6M | -6.7% | +34.0% | -40.8% | -11.5% |
| YTD | +60.9% | +12.8% | +48.1% | +57.0% |
| 1Y | +46.6% | +10.7% | +35.9% | +43.5% |
| 3Y | +69.1% | +29.6% | +39.4% | +55.8% |
| 5Y | +469.6% | +63.5% | +406.1% | +395.7% |
| All | +469.6% | +61.7% | +407.9% | +395.7% |
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