-7.2%
PTC vs BR
-4.7%
-2.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -4.0% |
| 7D | -12.8% | -5.9% | -6.8% | -9.5% |
| 30D | -9.8% | +1.9% | -11.7% | -10.5% |
| 3M | -2.1% | +14.7% | -16.7% | -9.4% |
| 6M | -18.1% | -12.8% | -5.3% | -12.3% |
| YTD | -23.5% | -23.0% | -0.5% | -12.1% |
| 1Y | -37.4% | -31.7% | -5.7% | -23.1% |
| 3Y | -7.2% | -4.8% | -2.5% | -11.9% |
| All | -7.2% | -4.7% | -2.5% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling