-11.8%
PTC vs BIYA
-99.8%
+88.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -6.0% |
| 7D | -10.3% | +1.3% | -11.6% | -10.3% |
| 30D | +1.1% | -21.0% | +22.1% | +1.3% |
| 3M | +1.6% | -74.3% | +75.9% | +1.3% |
| 6M | -13.5% | -84.6% | +71.2% | -13.7% |
| YTD | -19.1% | -94.2% | +75.1% | -19.6% |
| 1Y | -33.9% | -98.2% | +64.4% | -34.0% |
| All | -11.8% | -99.8% | +88.0% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling