+4.6%
PTC vs BR
+7.9%
-3.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -4.0% |
| 7D | -12.8% | -5.9% | -6.8% | -9.4% |
| 30D | -9.8% | +1.9% | -11.7% | -10.6% |
| 3M | -2.1% | +14.7% | -16.7% | -9.7% |
| 6M | -18.1% | -12.8% | -5.3% | -11.7% |
| YTD | -23.5% | -23.0% | -0.5% | -11.4% |
| 1Y | -37.4% | -31.7% | -5.7% | -22.2% |
| 3Y | -7.2% | -4.8% | -2.5% | -7.3% |
| All | +4.6% | +7.9% | -3.3% | -12.7% |
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