+889.1%
PTC vs BR
+1,485.1%
-596.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | +30.4% | +13.7% | +16.7% | +20.2% |
| 6M | +34.4% | +31.0% | +3.4% | +13.0% |
| YTD | +12.6% | -12.0% | +24.6% | +20.5% |
| 1Y | +10.2% | -11.5% | +21.7% | +17.4% |
| 3Y | +29.4% | +14.9% | +14.4% | +15.3% |
| 5Y | +63.7% | +20.1% | +43.7% | +39.8% |
| 10Y | +316.9% | +278.9% | +38.0% | +70.5% |
| All | +889.1% | +1,485.1% | -596.0% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling