-7.2%
PTC vs BG
+20.0%
-27.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.4% | -9.9% | -5.7% |
| 7D | -12.8% | +2.4% | -15.1% | -12.9% |
| 30D | -9.8% | +15.0% | -24.8% | -10.4% |
| 3M | -2.1% | -0.7% | -1.4% | -1.9% |
| 6M | -18.1% | +7.5% | -25.6% | -18.6% |
| YTD | -23.5% | +41.6% | -65.1% | -26.9% |
| 1Y | -37.4% | +50.7% | -88.0% | -40.7% |
| 3Y | -7.2% | +20.3% | -27.5% | -9.2% |
| All | -7.2% | +20.0% | -27.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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