+53.6%
PTC vs BAM
+90.5%
-36.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.4% |
| 7D | +0.8% | +5.3% | -4.5% | -1.2% |
| 30D | +0.7% | +18.1% | -17.4% | -5.5% |
| 3M | +32.6% | +4.2% | +28.4% | +30.3% |
| 6M | +33.6% | +11.1% | +22.5% | +27.7% |
| YTD | +12.4% | +6.6% | +5.8% | +8.8% |
| 1Y | +11.2% | +6.2% | +5.0% | +7.6% |
| 3Y | +31.7% | +95.0% | -63.3% | +5.3% |
| All | +53.6% | +90.5% | -36.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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