+312.4%
PTC vs BNS
+188.0%
+124.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +0.8% | +1.0% | -0.1% | +0.3% |
| 30D | +1.2% | +2.7% | -1.6% | -0.4% |
| 3M | +32.6% | +3.5% | +29.1% | +29.2% |
| 6M | +36.1% | +22.1% | +14.0% | +20.4% |
| YTD | +12.7% | +29.5% | -16.9% | -4.2% |
| 1Y | +10.2% | +40.7% | -30.5% | -10.8% |
| 3Y | +29.4% | +148.6% | -119.1% | -26.2% |
| 5Y | +61.1% | +79.6% | -18.5% | +10.7% |
| All | +312.4% | +188.0% | +124.4% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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