+1,405.7%
PBR vs PTC
+582.6%
+823.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.7% | +0.8% | -4.6% | -4.0% |
| 30D | -29.0% | +1.2% | -30.2% | -29.3% |
| 3M | +4.9% | +32.6% | -27.7% | -4.9% |
| 6M | -8.4% | +36.1% | -44.5% | -18.5% |
| YTD | +59.4% | +12.7% | +46.7% | +48.7% |
| 1Y | +45.5% | +10.2% | +35.3% | +36.6% |
| 3Y | +67.4% | +29.4% | +37.9% | +45.9% |
| 5Y | +453.0% | +61.1% | +391.9% | +337.7% |
| 10Y | +555.9% | +317.1% | +238.8% | +276.6% |
| All | +1,405.7% | +582.6% | +823.1% | +480.0% |
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