+317.2%
PTC vs BAH
+218.8%
+98.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | +0.7% | +17.3% | -16.5% | -4.4% |
| 3M | +32.6% | +14.9% | +17.7% | +26.6% |
| 6M | +33.6% | +14.2% | +19.3% | +27.0% |
| YTD | +12.4% | +5.1% | +7.3% | +8.6% |
| 1Y | +11.2% | +2.1% | +9.1% | +8.1% |
| 3Y | +31.7% | -26.0% | +57.7% | +35.2% |
| 5Y | +60.1% | +9.0% | +51.1% | +37.8% |
| 10Y | +317.2% | +208.8% | +108.4% | +131.4% |
| All | +317.2% | +218.8% | +98.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling