+733.8%
PTC vs BG
+940.3%
-206.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +0.5% | +3.4% | -2.9% | -0.5% |
| 30D | +0.9% | -3.8% | +4.7% | +1.9% |
| 3M | +30.4% | -9.6% | +40.0% | +33.5% |
| 6M | +34.4% | -19.5% | +53.9% | +41.7% |
| YTD | +12.6% | +14.6% | -2.0% | +5.3% |
| 1Y | +10.2% | +6.6% | +3.6% | +5.4% |
| 3Y | +29.4% | +4.7% | +24.7% | +21.3% |
| 5Y | +63.7% | +22.1% | +41.7% | +41.1% |
| 10Y | +316.9% | +109.2% | +207.7% | +179.4% |
| All | +733.8% | +940.3% | -206.5% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling