-7.0%
PTC vs BNS
+129.0%
-136.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.3% |
| 7D | -12.8% | +1.8% | -14.6% | -13.1% |
| 30D | -9.8% | +4.5% | -14.3% | -10.7% |
| 3M | -2.1% | +15.8% | -17.8% | -6.0% |
| 6M | -18.1% | +31.5% | -49.6% | -24.8% |
| YTD | -23.5% | +28.6% | -52.1% | -29.4% |
| 1Y | -37.4% | +48.2% | -85.6% | -45.4% |
| All | -7.0% | +129.0% | -136.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling