+10.0%
PTC vs BOXX
+18.5%
-8.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.4% |
| 7D | -7.3% | +0.1% | -7.3% | -7.5% |
| 30D | -11.6% | +0.3% | -11.9% | -13.0% |
| 3M | +10.5% | +1.0% | +9.4% | +5.1% |
| 6M | -17.8% | +1.9% | -19.7% | -23.4% |
| YTD | -24.9% | +2.7% | -27.6% | -31.0% |
| 1Y | -36.8% | +4.0% | -40.9% | -42.9% |
| 3Y | -8.7% | +14.7% | -23.4% | -14.2% |
| All | +10.0% | +18.5% | -8.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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