+63.7%
PTC vs BR
+18.1%
+45.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.5% | +1.9% | -1.4% | -0.7% |
| 30D | +0.9% | +15.9% | -15.0% | -8.3% |
| 3M | +30.4% | +13.7% | +16.7% | +20.3% |
| 6M | +34.4% | +31.0% | +3.4% | +13.4% |
| YTD | +12.6% | -12.0% | +24.6% | +20.0% |
| 1Y | +10.2% | -11.5% | +21.7% | +17.0% |
| 3Y | +29.4% | +14.9% | +14.4% | +14.2% |
| 5Y | +63.7% | +20.1% | +43.7% | +30.8% |
| All | +63.7% | +18.1% | +45.7% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling