+317.2%
PTC vs BBWI
-41.3%
+358.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | +0.8% | -6.2% | +7.0% | +1.9% |
| 30D | +0.7% | +25.5% | -24.8% | -3.8% |
| 3M | +32.6% | +8.0% | +24.6% | +29.9% |
| 6M | +33.6% | +12.7% | +20.9% | +28.7% |
| YTD | +12.4% | +11.6% | +0.8% | +7.5% |
| 1Y | +11.2% | -0.9% | +12.1% | +7.7% |
| 3Y | +31.7% | -22.7% | +54.4% | +28.9% |
| 5Y | +60.1% | -67.2% | +127.2% | +78.4% |
| 10Y | +317.2% | -43.7% | +360.9% | +242.9% |
| All | +317.2% | -41.3% | +358.5% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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