+798.1%
PTC vs BAH
+1,056.2%
-258.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | +32.1% | +16.3% | +15.8% | +25.5% |
| 6M | +42.6% | +13.6% | +29.0% | +35.7% |
| YTD | +12.0% | +3.5% | +8.5% | +8.6% |
| 1Y | +12.2% | +2.7% | +9.5% | +8.8% |
| 3Y | +31.2% | -26.6% | +57.8% | +35.9% |
| 5Y | +54.9% | +8.5% | +46.4% | +36.2% |
| 10Y | +343.1% | +225.1% | +118.1% | +157.0% |
| All | +798.1% | +1,056.2% | -258.1% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling