+317.2%
PTC vs BB
+33.0%
+284.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.4% |
| 7D | +0.8% | +15.0% | -14.2% | -1.3% |
| 30D | +0.7% | +3.5% | -2.7% | -0.2% |
| 3M | +32.6% | +2.7% | +29.9% | +30.9% |
| 6M | +33.6% | +44.7% | -11.2% | +22.6% |
| YTD | +12.4% | +143.3% | -130.8% | -5.4% |
| 1Y | +11.2% | +102.2% | -91.0% | -4.0% |
| 3Y | +31.7% | +156.1% | -124.4% | +4.3% |
| 5Y | +60.1% | -17.6% | +77.7% | +45.3% |
| 10Y | +317.2% | +29.0% | +288.2% | +174.5% |
| All | +317.2% | +33.0% | +284.1% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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