+42.6%
PTC vs BAH
+14.6%
+28.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.7% | +1.7% |
| 7D | -0.2% | -3.5% | +3.3% | +0.9% |
| 30D | +0.8% | +24.3% | -23.5% | -7.6% |
| 3M | +32.1% | +16.3% | +15.8% | +23.9% |
| 6M | +42.6% | +13.6% | +29.0% | +33.9% |
| All | +42.6% | +14.6% | +28.0% | +33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling