-33.9%
PTC vs BTG
+38.4%
-72.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -6.0% |
| 7D | -10.3% | -0.9% | -9.4% | -10.2% |
| 30D | +1.1% | +36.8% | -35.7% | -0.6% |
| 3M | +1.6% | +23.1% | -21.5% | +0.8% |
| 6M | -13.5% | +3.5% | -16.9% | -13.1% |
| YTD | -19.1% | +25.5% | -44.5% | -21.4% |
| 1Y | -33.9% | +40.1% | -74.0% | -38.4% |
| All | -33.9% | +38.4% | -72.3% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling