+1.2%
PTC vs BNS
+93.4%
-92.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -13.6% | -1.3% | -12.3% | -13.1% |
| 30D | -14.7% | +4.0% | -18.7% | -16.2% |
| 3M | -5.9% | +13.8% | -19.7% | -11.5% |
| 6M | -21.1% | +32.7% | -53.8% | -31.2% |
| YTD | -26.0% | +27.6% | -53.6% | -34.4% |
| 1Y | -36.8% | +47.4% | -84.2% | -48.0% |
| 3Y | -10.3% | +129.0% | -139.3% | -42.7% |
| 5Y | +1.2% | +92.7% | -91.5% | -28.9% |
| All | +1.2% | +93.4% | -92.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling