+1,573.8%
PBR vs PTC
+390.5%
+1,183.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -0.1% |
| 7D | +8.6% | -10.3% | +18.8% | +12.0% |
| 30D | +12.8% | +1.1% | +11.7% | +12.1% |
| 3M | +14.7% | +1.6% | +13.1% | +12.7% |
| 6M | +25.2% | -13.5% | +38.6% | +28.4% |
| YTD | +77.1% | -19.1% | +96.2% | +84.6% |
| 1Y | +69.6% | -33.9% | +103.4% | +87.5% |
| 3Y | +95.6% | -3.9% | +99.5% | +88.2% |
| 5Y | +501.8% | +6.0% | +495.7% | +445.6% |
| 10Y | +640.6% | +223.7% | +416.8% | +364.7% |
| All | +1,573.8% | +390.5% | +1,183.3% | +619.9% |
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