+22.7%
PTC vs BIYA
-99.9%
+122.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.2% |
| 7D | +0.5% | +2.5% | -2.0% | +0.5% |
| 30D | +0.9% | -22.3% | +23.2% | +0.9% |
| 3M | +30.4% | -54.8% | +85.2% | +30.7% |
| 6M | +34.4% | -86.5% | +120.9% | +34.2% |
| YTD | +12.6% | -96.8% | +109.4% | +12.0% |
| 1Y | +10.2% | -98.6% | +108.8% | +8.5% |
| All | +22.7% | -99.9% | +122.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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