+10.6%
PTC vs BAM
+78.0%
-67.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.7% | -6.3% |
| 7D | -10.3% | -2.0% | -8.3% | -9.6% |
| 30D | +1.1% | -2.9% | +4.1% | +2.2% |
| 3M | +1.6% | +9.4% | -7.8% | -1.9% |
| 6M | -13.5% | +10.8% | -24.2% | -17.3% |
| YTD | -19.1% | -0.4% | -18.6% | -19.5% |
| 1Y | -33.9% | -10.9% | -23.0% | -31.7% |
| 3Y | -3.9% | +61.3% | -65.2% | -19.0% |
| All | +10.6% | +78.0% | -67.3% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling