+1,925.8%
PTC vs BNS
+1,485.2%
+440.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.5% | +0.9% | -0.5% | -0.1% |
| 30D | +1.2% | +2.8% | -1.5% | -0.6% |
| 3M | +27.4% | +3.0% | +24.4% | +23.9% |
| 6M | +39.2% | +23.3% | +15.9% | +20.8% |
| YTD | +12.5% | +29.3% | -16.8% | -5.8% |
| 1Y | +12.3% | +41.7% | -29.4% | -11.1% |
| 3Y | +28.8% | +147.7% | -118.9% | -28.7% |
| 5Y | +60.9% | +79.4% | -18.5% | +7.2% |
| 10Y | +316.6% | +188.5% | +128.1% | +99.9% |
| All | +1,925.8% | +1,485.2% | +440.6% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling