+6,346.6%
PTC vs BBWI
+1,034.6%
+5,312.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.9% | -6.9% |
| 7D | -10.3% | +1.5% | -11.8% | -10.7% |
| 30D | +1.1% | -5.2% | +6.3% | +2.1% |
| 3M | +1.6% | +11.1% | -9.5% | -2.8% |
| 6M | -13.5% | -13.4% | -0.1% | -12.5% |
| YTD | -19.1% | +0.1% | -19.1% | -22.1% |
| 1Y | -33.9% | -36.1% | +2.3% | -28.7% |
| 3Y | -3.9% | -44.1% | +40.2% | +1.3% |
| 5Y | +6.0% | -66.2% | +72.3% | +22.9% |
| 10Y | +223.7% | -54.8% | +278.5% | +173.4% |
| All | +6,346.6% | +1,034.6% | +5,312.0% | +1,222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling