-2.7%
PTC vs BAH
-32.4%
+29.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.6% | -5.7% |
| 7D | -10.3% | -3.2% | -7.0% | -9.6% |
| 30D | +1.1% | +2.0% | -0.9% | +0.8% |
| 3M | +1.6% | -7.6% | +9.2% | +2.8% |
| 6M | -13.5% | -5.7% | -7.8% | -12.9% |
| YTD | -19.1% | -11.7% | -7.3% | -18.0% |
| 1Y | -33.9% | -27.4% | -6.5% | -31.2% |
| All | -2.7% | -32.4% | +29.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling