+203.4%
PTC vs BB
+3.3%
+200.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.8% |
| 7D | -12.8% | +0.5% | -13.3% | -12.9% |
| 30D | -9.8% | -12.4% | +2.6% | -8.1% |
| 3M | -2.1% | -15.3% | +13.2% | -1.1% |
| 6M | -18.1% | +128.8% | -146.9% | -30.0% |
| YTD | -23.5% | +107.7% | -131.2% | -33.6% |
| 1Y | -37.4% | +103.9% | -141.2% | -45.8% |
| 3Y | -7.2% | +72.6% | -79.8% | -21.7% |
| 5Y | +2.7% | -24.3% | +26.9% | -4.9% |
| 10Y | +203.4% | +3.1% | +200.3% | +103.8% |
| All | +203.4% | +3.3% | +200.1% | +103.8% |
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