+195.4%
PTC vs BR
+190.5%
+4.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -14.2% | -6.0% | -8.3% | -10.7% |
| 30D | -14.4% | -0.9% | -13.6% | -13.8% |
| 3M | -4.7% | +16.4% | -21.1% | -13.4% |
| 6M | -19.3% | -8.2% | -11.1% | -15.1% |
| YTD | -26.1% | -23.2% | -2.9% | -13.3% |
| 1Y | -37.1% | -30.9% | -6.1% | -21.1% |
| 3Y | -10.4% | -5.0% | -5.4% | -10.0% |
| 5Y | +2.5% | +8.8% | -6.3% | -8.2% |
| All | +195.4% | +190.5% | +4.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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