+567.7%
PBR vs PTC
+1.8%
+565.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.5% | +9.0% | +4.3% |
| 7D | +2.5% | -12.8% | +15.3% | +4.3% |
| 30D | +19.4% | -9.8% | +29.2% | +20.9% |
| 3M | +20.8% | -2.1% | +22.9% | +20.8% |
| 6M | +23.5% | -18.1% | +41.6% | +27.1% |
| YTD | +83.4% | -23.5% | +106.9% | +90.9% |
| 1Y | +77.6% | -37.4% | +114.9% | +92.2% |
| 3Y | +99.9% | -7.2% | +107.1% | +93.8% |
| 5Y | +567.7% | +2.7% | +565.0% | +537.2% |
| All | +567.7% | +1.8% | +565.9% | +537.2% |
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 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