+450.0%
PTC vs BB
+307.3%
+142.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.7% |
| 7D | -0.2% | +3.8% | -4.0% | -1.1% |
| 30D | +0.8% | -0.3% | +1.1% | +0.2% |
| 3M | +32.1% | -0.5% | +32.6% | +30.5% |
| 6M | +42.6% | +45.9% | -3.3% | +26.6% |
| YTD | +12.0% | +130.6% | -118.6% | -10.6% |
| 1Y | +12.2% | +89.2% | -77.0% | -7.0% |
| 3Y | +31.2% | +137.5% | -106.3% | -3.1% |
| 5Y | +54.9% | -20.9% | +75.8% | +38.8% |
| 10Y | +343.1% | +25.4% | +317.7% | +180.5% |
| All | +450.0% | +307.3% | +142.7% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling