+54.3%
PTC vs BB
-20.8%
+75.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.5% |
| 7D | -0.2% | +3.8% | -4.0% | -0.9% |
| 30D | +0.8% | -0.3% | +1.1% | +0.3% |
| 3M | +32.1% | -0.5% | +32.6% | +30.8% |
| 6M | +42.6% | +45.9% | -3.3% | +27.9% |
| YTD | +12.0% | +130.6% | -118.6% | -9.1% |
| 1Y | +12.2% | +89.2% | -77.0% | -5.6% |
| 3Y | +31.2% | +137.5% | -106.3% | -1.7% |
| All | +54.3% | -20.8% | +75.1% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling