+499.4%
PTC vs BG
+1,131.5%
-632.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.7% |
| 7D | -10.3% | +2.8% | -13.1% | -11.1% |
| 30D | +1.1% | +12.0% | -10.9% | -2.5% |
| 3M | +1.6% | -7.7% | +9.3% | +3.3% |
| 6M | -13.5% | +4.5% | -18.0% | -15.7% |
| YTD | -19.1% | +35.7% | -54.7% | -27.7% |
| 1Y | -33.9% | +50.1% | -83.9% | -43.1% |
| 3Y | -3.9% | +12.6% | -16.5% | -11.4% |
| 5Y | +6.0% | +75.4% | -69.4% | -18.5% |
| 10Y | +223.7% | +150.5% | +73.3% | +105.2% |
| All | +499.4% | +1,131.5% | -632.0% | +99.0% |
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