-3.5%
PTC vs BB
+38.2%
-41.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -10.3% | -5.6% | -4.6% | -9.8% |
| 30D | +1.1% | -11.8% | +12.9% | +2.3% |
| 3M | +1.6% | -25.5% | +27.1% | +3.5% |
| 6M | -13.5% | +121.3% | -134.7% | -23.3% |
| YTD | -19.1% | +103.2% | -122.2% | -27.5% |
| 1Y | -33.9% | +102.6% | -136.5% | -40.9% |
| All | -3.5% | +38.2% | -41.7% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling